How do you setup one channel strip in MainStage to have sustain automatically applied to the sound if you don't have a sustain pedal?

You can set up a channel strip in MainStage to have sustain automatically applied to the sound even if you don't have a sustain pedal by using the Midi Modifier. 

You'll want to add Midi Modifier to your channel strip and change it to:

Input Event: Velocity

Re-Assign to: 64 Sustain 

Then, move the bottom slider called "Add" to any number higher than 63. 

Then, you'll be all set!