When you say "sag" are you referring to the preload? The unit on the top of the spring with the flex hose coming off of it is the preload unit, and does not require any adjustment (with the exception of the left panel control that Honda provides to make up and down preload adjustments). Was your preload working good before replacing the spring? Did the bike preload pump start to labour as soon as the display started to read between 1-3 on the digital scale? Some Wings come out of the crate with the suspension adjustment not even starting to lift the bike until 8-10 on the display. If the pump is accessible (just behind the edge of the right saddlebag- follow the hose from the top of the shock....), then this is a perfect time to service the pump. Fred has a page on his website that tells you how to bottom out the piston in the pump, top up the fluid (shock/fork oil) then re-install. I did my pump and the bike starts to lift at "1" on the display.
Hope this helps