You can seal sap in with Shellac. If it is real runny it might be a
problem but it generally works very well. Make sure to use dewaxed
shellac if you will put any other finish over the shellac, which is
reccomended generally. I have put both poly and lacquer over shellac
with good results.
P.S. I love sappy Pine, especially sappy knots. They can look
translucent. The nicest one I ever did, now that I think of it, was
only finished with several coats of rubbed out shellac and it was
awesome in the sunlight.