Do I roll for reinforcements when I lose a Pygmy due to a Sorcerer taking control of it?
Yes, you can roll for reinforcements.

The Rules for the expansion read:


  Each time you lose a Pygmy token, roll a reinforcement die ...


The Sorcerer definitely causes you to lose a Pygmy token, it is not required to be killed.  Therefore you get to roll the reinforcement die to replace them.