Combine onion, garlic, and oil in a large pot over medium heat. Cook, stirring frequently, until onions are soft and translucent, about 5 minutes. Add potatoes, vegetable broth, thyme, sage, salt, and pepper. Bring to a simmer, then reduce heat to medium-low and cover. Simmer until potatoes are fork-tender, about 8 minutes.
Stir in pumpkin puree and coconut milk until well combined. Simmer until warmed through, 3 to 5 minutes. Adjust seasonings and serve.