Heat the oven to 400 F. Rub the cut sides of the squash and the exposed garlic with 1 tablespoon of olive oil and a pinch of salt. Set both cut-side down on a parchment-lined sheet and roast until the squash is fork-tender and browned at the edges, 35 to 45 minutes. Let them cool until you can handle them.

Warm the remaining tablespoon of olive oil in a large pot over medium heat. Cook the onion with a pinch of salt until it turns soft and translucent, about 6 to 8 minutes. Stir in the sage and cook for 30 seconds, until it smells toasty rather than grassy.

Scoop the squash flesh out of the skins and squeeze the roasted garlic cloves out of their papers into the pot. Pour in the vegetable broth, coconut milk, maple syrup if using, nutmeg, remaining salt, and black pepper. Bring it to a gentle simmer and cook for 10 minutes so the flavors mix.

Blend until completely smooth, either with an immersion blender in the pot or in batches in a standing blender (vent the lid and cover with a towel if the soup is hot). Return it to the pot if needed.

Stir in the lemon juice, taste, and add salt if the soup still tastes flat. Loosen with a splash of vegetable broth if it is thicker than you want. Serve hot.