Fans serenaded the midfielder as they chanted for him to stay amid links to Arsenal and Manchester United during Sunday’s 1-1 draw with Norwich.
Rayan Ait-Nouri’s first goal since October 2020 cancelled out Teemu Pukki’s opener.
The draw officially ended Wolves’ slim hopes of European football next season and they sit eighth, five points behind the top seven ahead of Sunday’s final-day trip to Liverpool.
But Neves was the focus from the terraces and Lage is in agreement with his singing supporters, who chanted “don’t sell Neves”.
“I don’t know what they sung but if you tell me I will sing the same things,” said Lage.
“I understand when we are losing the rumours come from anywhere but I don’t have any problem with any of them (players) since day one, this is because the club built top professionals.
“It is so hard to find players like this, Ruben is one of them. He has worked hard since the first day.
“We know how the market is and when these kind of players are in a good way some teams can appear and pay. The club have lost players before but last year it was the same, everyone talked about Ruben and nothing appeared.
“I want the best for Ruben and I want the best for the club. If Ruben stays I will be very happy.”
Wolves, despite having the majority of the possession, endured a poor first half and should have been more than 1-0 behind at the break.
Pukki had already shot wide and been denied by John Ruddy before he gave the visitors a 38th-minute lead.
He latched onto Max Aarons’ pass on the right and cut in, with Conor Coady and Toti Gomes giving him too much space. Pukki’s shot then went through Coady’s legs and wrong-footed Ruddy to roll into the corner.
But, with the half-time introduction of Chiquinho, Wolves improved and levelled 10 minutes after the break.
The winger was brought down on the right and, when Norwich failed to deal with Joao Moutinho’s free kick, Ait-Nouri guided in a header from six yards.
Pedro Neto was then denied by Angus Gunn at full stretch but Wolves quickly lost momentum and had to settle for a draw.
Norwich ended a run of five straight defeats but remain bottom after another disastrous season in the Premier League.
“I enjoyed it, it was a good disciplined performance,” said boss Dean Smith. “We needed to stop the bleeding, we had been giving away too many big chances and goals since we got relegated so we put an extra man in defence.
“I thought it worked well, we restricted them. One thing Teemu will be disappointed with is he could have had the match ball at half-time.
“He has 11 Premier League goals this season and he’ll be eager to get more against Tottenham (on the final day).
“I was annoyed with their goal because it was never a free-kick. It was a poor decision and from that they scored and it gave them a lift. We grew back into the game and restricted their chances again. We never ran out of gas.”