I don't think anyone here believes that Tremolo shouldn't have already told Sage about Jade. There's no parallel between Jade & Zoey. And the game emphasizes this by the fact that Tremolo can say "I love you." to Sage despite the confession by Zoey. If he felt any guilt, he would have operated the same as he does with Jade.
Tremolo turned down Zoey in this situation but wants to still be friends with her. If the character created by DPC & not my own mental head canon didn't want to stay friends with Zoey, then I see no reason not to tell her. But if he wants to still be friends with her, telling Sage (who already displayed irritation with their relationship) would jeopardize his friendship with Zoey. Telling Sage adds nothing to their relationship since he told Zoey he didn't want to be in a relationship with her.
If Tremolo wanted to continue to have sex with Jade while dating Sage, then you could make an argument he should keep his mouth shut about sleeping with Jade. But he doesn't. Like he said, he just happen to sleep with 2 women who turned out to be related. Had he told Sage right after the revelation, his relationship may have ended. But he might be able to continue to be friends with her. But by waiting as long as he has, he's basically armed a nuke & when it goes off, there's going to be nothing left of his relationship with Sage (friends, associates, nothing).