I'm not sure how to feel about sagebrush as bonsai, though I commend your efforts to test the waters.
In terms of are they good bonsai I guess my questions would be:
1. Can they live long term in containers?
Most likely given they will grow in small gaps and cracks and very small pockets of soil in extreme weather conditions.
2.What is the lifespan of Artemisia Tridentata?
I certainly remember a lot of dead ones in those enormous expanses of land and perhaps blowing tumbleweed style across the highway.
3.Is it too 'easy' in terms of what is has to offer for bonsai?
As you pointed out these are literally endless in population and span a large range and elevation.
Spectacular and old specimens of any size and shape exist in every possible contorted form you could imagine and they are regarded as weeds or trash in the west.
Now I might just be a snob because I grew up in Sun Valley, Idaho where as stated these are literally everywhere.
I treat the local invasive species of Lonicera where I live in the st. Louis area with the same disdain despite once again seeing amazing specimens all the time I just can't bring myself to work with them.
So does there commonality as naturally twisted, gnarled, and compactly growing shrubs cheapen them as material?
Not sure. On an international level I think people would be fascinated. People from the western United States might have a hard time taking them as seriously.
Again kudos for doing the work with them, it is the only way we will ever know with the native species in America -so many of which have unique and unexplored characteristics.
Just my opinion as a once Westerner, certainly wish I was interested in bonsai than as I was way up in the mountains constantly.