pain has a hold on him right now, even if the clone gets back and poofs it wouldn't work he would get the sage chakra he would then lose it cause he cannot maintain it. the only way to maintain is to mold it the right way which u can't do if the rod is in you.
But that's where the problem lies. Once Naruto is in Sage Mode, he's not controlling natural eneryg unless he is attempting to use jutsu. If the shadow clone disperses, natural energy is immediately transferred back to Naruto. I think Naruto on his own, is not allowing or disallowing the transfer of natural energy. It just is sent to him because the shadow clone dispersed.
I see where you are going with this though. Since the shadow clone is in Sage Mode, once it desperses, Naruto goes into Sage Mode because everything the shadow clone experiences, the user does as well. However, does the same exact thing happen in regards to transferring chakra?
Does Naruto have to adjust the natural energy in order to go into Sage Mode, or is it automatic?
So yeah, I kind of agree that it may not be automatic, i just assumed so on first look.