Russian Sage is named after the Russian botanist who discovered it and you are right it isn't even a Sage. It got that name because the leaves smell similar to Sage. Sometimes common names are a royal pain
yes its seeds but Sage is very slow to establish itself, so be prepared for a wait if you grow it from seed. When established however, common sage is reasonably hardy and tolerant of almost all conditions as long as it receives a regular dose of full sun.
I love Russion Sage -- it grows in the hot sandy beachy areas around here. Lots of people use it in their gardens at the shore. I keep meaning to put some in my yard.... very pretty. Toni -- you've mentioned the small cotton bags for gathering seeds a couple of times -- where do you find such bags?
Do you have craft store close by...Hobby Lobby, Michaels, JoAnn Fabrics, etc? Ask if they have them. I get mine at an herb shop, they are great for holding herbal bath mixtures or potpourri.