I'm curious about why nobody else tried to get sage mode. I mean surely, people like Gai or Lee or anybody else who has a good notion of harsh training should be able to train and get sage mode, so why don't they?
Sage mode is not something that everybody knows about. Also, because natural chakra is so powerful, you need to have naturally strong chakra in order to harness it. Not just large capacity, but you need good chakra control in order to manage and balance the huge amounts of chakra needed. Naruto had very strong chakra because of his genetics and because of the fox, so he was able to absorb and control enough of the natural chakra. He was able to control it because of Jiraya's help and his training in controlling Fox chakra. Jiraya was able to absorb and use it, but his control wasn't perfect, probably because he didn't have as much chakra capacity as Naruto had. Orochimaru did not have a body capable of using it at all.
It's not just a matter of training. You need to have the natural ability and chakra capacity. Plus, you can't learn it from just anywhere. You learn it at the hidden toad village, which means you need to have a summoning contract or affinity with toads. Gai, as we've seen, has a summoning contract with turtles instead. We haven't seen Lee summon anything before (though, we can assume that he gained turtle summons from Gai, if anything).
Finally, the training is dangerous and many people who have tried the training have turned into stone. Gai and Lee might not be willing to take that chance when they already have the 8-gates techniques which produce more power on the battlefield and are just as dangerous.
