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Sage plants do like to dry out a bit between waterings. Did you plant this pretty sage plant in a nice, sunny place? It will get going, and grow tremendously by the end of the summer, but it will have what are known as bloom cycles. It will grow new leaves, produce new buds, flower and then the flowers will fade and you must cut them off to keep it growing and blooming more. It may have 2 or 3 bloom cycles each summer.
The term "perennial" doesn't mean it blooms constantly, it means it will live on from year to year. So in the fall when it starts to get cooler it will probably stop blooming but the leaves will stay green well into the cold weather. By spring, it will probably look pretty dead, (depending upon where you are and how cold it got) but it will put up new growth as soon as the weather starts to warm in spring.