Native Americans probably burnt sagebrush. Sage the herb is not native to the US and is a totally different plant. If your plant does not like near desert conditions it is not sagebrush:
You don't have to use sage. I live in NC. Pine needles can be used to cleanse a space and they are everywhere in my back yard. All I have to do is collect them and prepare them into a smudge bundle
I recommend using things other then sage, because I know some native communities do not like it, and see it as appropriation. I use other herbs instead like Douglas fir needles, or just incense: sandalwood, cedar, etc.
there is more then one type of sage. It's white sage that natives use. Other types they might not use. Some types ain't even native to the US and were use by Europeans in smudging. So I'd say a nonnative can use sage just depends on the species of sage they are using. White sage is a no. Another type? Perhaps.
Edit: why did autocorrect change smudging to amusing? I fixed it
the environment in which I live long had natives species--such as white sage, tobacco, sweetgrass, etc., being used for smudging and other uses, and I believe it still likes to have those used, even if by people who are descendants of non-natives. And, I think, the community wonders at the presence of imported species--grazing on the land, flying in its skies, growing in its ground, being burned for ceremonial purposes...