Yeah, I don't see how this was Black Market's fault. Saboteur did the damage. If Black Market hadn't been there, KC-Saboteur still would have ripped up whatever you'd accumulated instead.
Arguably, Black Market might have sheltered you a little from Saboteur -- or at least had the potential to do so, if not. By effectively providing you with an extra buy, it allowed you the chance to accumulate "good" cards at a faster rate than usual, which in turn would mean Saboteur could do less damage to your deck -- in percentage terms -- than otherwise.
Regardless of whether that argument is sound or not, Saboteur is at fault here. Games like this are why it's my own personal least favorite card.