I can't think of an example of enjoyment that doesn't involve a pleasant mental state, and I think we can both agree that the Sage on the rack isn't having many pleasant mental states.

No, we can't agree on that. The sage would be feeling joy, which would indeed be a pleasant mental state, because he would be in the presence of greatness. This isn't to say that he wouldn't still experience the pain, though. It would be like the discomfort experienced by the marathon runner at the finish line who has just won his race, only more extreme. The pain an exhaustion from the physical exertion would still be there, but in the overall scheme of things his mental state would still be a pleasant one, one of joy.

Is it possible to identify something as good and not enjoy it? In my narrow experience I would say yes.

I think the classical Stoics would agree, but only if you also believed that something bad was present, which a sage wouldn't. Most of us judge that physical pain is bad, for example, but the sage would not. (Even on a practical, non-sagely level, making a conscious decision not to mind the fact that I am in pain really does make it less distressing in my experience. Of course, on a practical level for myself, it doesn't make the distress go away, not by a long shot, but a classical Stoic's analysis of this would be that I didn't find my consciously telling myself not to mind it truly and completely convincing. I am not, after all, a sage.)

My major difference with the Stoics is the practicality of actually becoming a sage, as they seemed to have thought it at least possible, and I don't really. However, there is an analogy they used (I can't recall where) that I find helpful. Ignoring GR for the sake of argument, Euclidean geometry works perfectly, when working with truly straight lines, etc. In Euclidean geometry, something is either a line, or it isn't. In drawing, construction, etc., there are no truly straight lines. However, the concept of a straight line (and geometry generally) is still enormously helpful.

Arguing over whether a sage would ever not experience joy is like arguing over whether two parallel lines in the same plane would ever intersect. Asking "even under torture?" is a bit like asking "even if you followed the lines for billions and billions of miles?" For any real objects you can construct, yes, they would intersect (or otherwise fail to be true lines), but for true Euclidean lines, no. Very often, though, when you're building something or drawing something, parallel lines (or at least line segments) really is what you are trying to make or draw. Indeed, very often thinking about them as anything else seems awkward and pedantic.