Richard,
According to Floridata, pineapple sage is root-hardy in US zone 8 (minimum temps 10-20 F.) so your plant will likely come back in the spring (other factors being satisfactory). Here's a link to a Wikipedia article referencing climate zone maps for North America, UK, and Australia - don't know if you can extrapolate from the Australian zones to your area in New Zealand.
http://en.wikipedia.org/wiki/Hardiness_zone
Robin