Here's some fun fact's on Panzer Dragoon Saga. The low print run legend comes from the fact that when originally released in May of 1998 Sega of America printed only 6,000 copies.
However, Sega made several reprints starting in July 1998 and through September of that year. There was around 36,000 North American copies of the game. It's actually an average level print run for a US Saturn game. It's just a high demand game, and the legend of the low print run remains years later.