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Sauces cook at low temperatures for long periods of time, which necessitates a thick-bottomed pan.
Thin-bottomed pans tend to cause sticking and burned food. Because you primarily cook liquids in them, having a non-stick saucepan is of relative little importance. What is important, is a saucepan that can stand the rigors of those long cooking times without burning your sauce. That is what makes stainless steel a good choice for your saucepan and All-Clad an even better choice. This bonding extends all the way up the sides, which distributes the heat evenly throughout your food.