You can change age SDL state server-side by modifying the state saved in files in the game/state directory.
However, I do not have any SDL files in that directory. Do I need to do anything for it to save states there? Or am I not reading that correctly and I need to create files in it?
Well, you have to find the right age name and then the age's UUID and look in those subdirectories. The actual saved file is named "agestate.moss". In addition, you have to have actually gone to the age first so there is anything to save, and then let the game server shut down properly. And of course the age needs to have SDL (most do, but not all). If no age SDL files are being saved (which could be the case due to permissions problems, perhaps), you would be seeing resetting of ages.
Fiddling with the saved files is certainly doable, but I don't promise it's easy -- there's not much call for it.