The basic issue for Sage is that it's gotten too large and complex, and too Linux-platform-dependent, to be a simple install on the majority of student machines. And with each new release, it's become larger and less accessible to many end users, most of whom run Windows on a limited-capacity PC.
Early on, someone created an installation package that ran Sage in a drop-in virtual machine that ran under Windows, but that approach quickly unraveled as Sage became larger and too much of a burden for a small system. This means that, at present, unless a person is willing to dual-boot Linux or run Linux alone, they can't run Sage locally.
Sage on a server has problems of its own -- which server, where, at what cost? But on the positive side, even when running on a single system, Sage behaves like a server-side application, so little needs to be changed for this strategy.
I hope this turns out to make Sage more popular and accessible -- IMHO it's a great mathematical tool, and the project's open-source philosophy only increases my respect.
My Sage tutorial: http://arachnoid.com/sage