Federated Semi-Supervised Learning (FSSL) aims to leverage unlabeled data across clients with limited labeled data to train a global model with strong generalization ability. Most FSSL methods rely on consistency regularization with pseudo-labels, converting predictions from local or global models into hard pseudo-labels as supervisory signals. However, we discover that the quality of pseudo-label is largely deteriorated by data heterogeneity, an intrinsic facet of federated learning. In this paper, we study the problem of FSSL in-depth and show that (1) heterogeneity exacerbates pseudo-label mismatches, further degrading model performance and convergence, and (2) local and global models' predictive tendencies diverge as heterogeneity increases. Motivated by these findings, we propose a simple and effective method called \textbf{S}emi-supervised \textbf{A}ggregation for \textbf{G}lobally-Enhanced \textbf{E}nsemble (SAGE), that can flexibly correct pseudo-labels based on confidence discrepancies. This strategy effectively mitigates performance degradation caused by incorrect pseudo-labels and enhances consensus between local and global models. Experimental results demonstrate that SAGE outperforms existing FSSL methods in both performance and convergence. Our code is available at https://anonymous.4open.science/r/CVPR2025-1926-code.