Does Evolution Sage proliferate Blast Zone when played?
Yes, it does. Blast Zone's ability modifies how it comes into play, so it's a replacement effect, and not a trigger ability like Evolution Sage's. It doesn't use the stack, and when Evolution Sage's ability resolves, it will have a counter you can proliferate.

If Blast Zone's ability would have read


  When Blast Zone enters the battlefield, put a charge counter on it.


you would have to choose which ability triggered first, because you control both abilities; if you'd then choose Blast Zone's ability, Evolution Sage's ability would resolve before Blast Zone's and it would not receive an extra charge counter. But again, that is not the case.