The Prophet ﷺ replied, “Rather, you are Sahl (easy).”
He said, “Messenger of Allah, it is a name my parents gave me, and by it people know me.”
So the Prophet ﷺ left the matter.
Saʿīd added, “Ever since, a certain ḥuzūnah (sternness) has continued to be recognized among us, the people of that household.” (1)

This is a mursal report, and the mursal narrations of Saʿīd are accepted as evidence. Yet ʿAlī ibn Zayd himself is not a reliable authority.

The hadith, however, is also transmitted with a sound, connected chain whose wording is as follows:
The Prophet ﷺ asked him, “What is your name?”
He answered, “Ḥazn.”
The Prophet said, “You are Sahl.”
He replied, “I will not change a name my father gave me.”
Saʿīd commented, “That harshness has remained with us ever since.” (2)

ʿAṭṭāf ibn Khālid relates—from Abū Ḥarmalah—from Ibn al-Musayyab—who said, “No congregational prayer has escaped me for forty years.” (3)

Sufyān al-Thawrī narrates—from ʿUthmān ibn Ḥakīm—who said, “I heard Saʿīd ibn al-Musayyab say, ‘For thirty years the muʾadhdhin has never given the adhān without my already being in the mosque.’” Its chain is firmly established. (3)

Ḥammād ibn Zayd reports that Yazīd ibn Ḥāzim said: Saʿīd ibn al-Musayyab used to fast continuously, day after day. (4)

Miʿs̱ar (5) narrates from Saʿīd ibn Ibrāhīm, who heard Ibn al-Musayyab say, “No one is better informed than I about a judgment passed by the Messenger of Allah ﷺ—nor Abū Bakr, nor ʿUmar.”