That's not a plot hole, that's bad writing. DPC is presenting us an option (tell her EVERYTHING) but then the dialog doesn't match the option given because the natural outcome of it would ruin his planned plot. So the problem lies in the way he presents that option and that's completely a writing issue which results in me hating and feeling disconnected from my MC who's not responding the way I've chosen for him to response. And this is just one of the several times this happens (probably the most blatant one, though, but all of them keep adding up to the point I just can't take my MC seriously, and all the intended drama becomes an awkward comedy).
Regarding Sage, I already said that MC might think she knows it so there's no point on telling her. That's a logical assumption I would understand. From a playing perspective, would it be fair and natural to have an option to tell her anyway? Sure, but here DPC never gives us that option so we just go with the flow and don't give it too much thought. So in terms of immersion this doesn't effect me as much as Maya's convo: I'm never allowed to tell Sage and, even if I think that option should be there, I can see a reason why my MC wouldn't feel the need to tell her. And this helps DPC to keep the story going to the conflict point he's planned. That's OK. But that Maya scene is terrible for players who choose to tell her. Even if in the future this mild warning helps Maya to step out of problems, what we were thinking was to avoid those problems completely by telling her now all the truth behind Quinn's offer. And we were thinking that only because DPC used the word EVERYTHING. He could have used other word, he could have made Maya totally dismiss our warning. Instead, he chose to make our MC absolutely uncapable of doing what the player was inducted to think he would do.