The topic has never come up in these forums before.
Dr. Phillip Scheinberg from the NIH mentioned sarcoidosis in a presentation at an AA&MDSIF patient conference. He listed it as a possible secondary condition in a slide about diagnosing reasons for pancytopenia. See the first slide on page 7 of
this presentation.
Since both marrow failure and sarcoidosis involve the immune system you could imagine them being related, but without knowing the causes of sarcoidosis it's hard to imagine we can explain a connection. However, a connection might be found statistically, without indicating cause and effect. It could be that some underlying cause, or genetic predisposition to a condition, can results in either sarcoidosis or pancytopenia.
I doubt that bone marrow issues would result from treatment for sarcoidosis, which is more about protecting you from symptoms than about trying to cure the condition.
But I'm just a layperson speculating. It would be nice to ask a medical professional like Dr. Scheinberg about a possible connection.