What's the legal blade limit for your locality? Both are fine knives, but the 710 has a pretty long blade. Some people like recurves, others hate them, while still others don't mind them.
The Sage 2 would make a great EDC, but there's also something to be said about the iconic BM 710 as well.
Edit: Did I read your post wrong? Or did you change it right after I posted?
Anyways, I personally found the 940's blade shape to be more annoying than useful. I'd suggest the 943 as a better alternative to the 940, but between the Sage 2 and the 94x series, I'd say that it will depend on your lock preference and which knife is more ergonomic in hand.