I'm going to ruffle some feathers probably
They will be fine. Burn your sage it won't hurt them, but as you stated, not directly on them at them ..... but in the same room is fine.
A friend of mine burns sage among other things and has over 80 gliders in her house. Half the glider community are smokers and smoke in their house.
I've burned sage before it's not like building a bombfire in your living room lol and you waft the smoke usually with a feather.... It doesn't linger long or fill the room up with smoke.
Yes for the non smokers it's controversial I get it. But burning sage for 5 or 10 minutes once in a while to purify the area is not going to hurt them. They probably won't even notice you did it.
Not to mention if burning sage helps YOU be calm, and comfortable in your environment that is only going to help the gliders be calm in your presence.