Inziladun makes a good point, that Gandalf was not aware of Saruman's possession of a palantir until after it had been flung at him (contrary to what was shown in Jackson's version of the story). Moreover, when Pippin looked into the palantir, Sauron's first response was to think that it was Saruman reporting, which, for some reason, he had not done in some time. "So you have come back. Why have you neglected to report for so long?" From that reaction, I would hazard to guess that Saruman was no longer inclined to tell Sauron anything, unless it could save his skin, and especially not if he felt he might be able to use the information first, to his own advantage.
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Call me Ibrin (or Ibri) :)
Originality is the one thing that unoriginal minds cannot feel the use of. John Stewart Mill
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