It really depends on what specific integration you are talking about here. I have not seen any mentioning of SailPoint in Pega's internal sites. By browsing the SailPoint website, it integrates with some IDPs (e.g., OKTA), which are proven working well with Pega, but I am not sure if that is what you desire in terms of Pega integration (Pega is a service provider).
The integration supported by Sailpoint, is a SCIM complaint rest service, exposed from Pega application. Pega does not support SCIM as of now, so the question is how to achieve the integration between two systems.