As we saw in the last page, we saw the other side of the river. It might the the Humid Bone Forest.
If that's true, then:
The elder of the forest trains these two,
Hashirama succeeds in training Sage Mode while Madara fails miserably,
Madara gets jealous and finds out he is a Senju,
which is why in the last chapter Hashirama said "It can't be helped".
He probably never uses it in front of Madara because it's an embarrassment to Madara.
If that's true, then:
The elder of the forest trains these two,
Hashirama succeeds in training Sage Mode while Madara fails miserably,
Madara gets jealous and finds out he is a Senju,
which is why in the last chapter Hashirama said "It can't be helped".
He probably never uses it in front of Madara because it's an embarrassment to Madara.