"the last employment agency I went to told me it would probably not help as an employer would always go with the person already doing the job"
What a bizarre thing to say. Usually when an employer is recruiting it's because they don't have anyone to do the job. Obviously sometimes there's a temp in place or an internal candidate, but if employers always had someone already in place for jobs they recruit for, recruitment agencies would be out of business!
I can't see that adding to your skills could be anything other than a good thing- ignore the agency and register with some other ones!
I guess the agency's point is reasonable. If there is a choice of you with a Sage course certificate but no work experience of it versus someone who uses Sage in their daily job then they'd more likely go for the experience first.
That said if the course is affordable and you are seeing plenty of possible job adverts/openings for Sage then i would suggest making the investment because I bet you could get some short/long term temp work mat leave etc so you'll soon build up work experience