When I fought Fairy Master Sapphire in Sanctus, Act 2, it was back when chapters 8+ were brand new. This was also when the bosses were bugged in a manner such that the pirate available to persuade was not the boss you just fought (for example, Black Bonny Sisay instead of Fairy Master Sapphire). I used a statue, indeed got Black Bonny Sisay, and then contacted Aeria for compensation for the bug.
The point is that there was a persuade option available, whether it was Fairy Master Sapphire or not, so I believe your situation could be a bug. I'm not sure what measures Aeria can necessarily take to compensate you for this, but if you don't receive a response from them in this thread you should submit this as a bug.