How often do people on dialysis get sepsis from the dialysis machine?

Never. The dialysis machine does not cause patients to develop sepsis. Dialysis patients are at risk for sepsis for many other reasons such as having a catheter. The dialysis machines are sanitized everyday prior to every patient's treatment and unlikely to cause sepsis in a patient.
Almost never. The dialysis machine is sterile and tubing is changed with each patient making sepsis highly unlikely. Sepsis from other causes however, certainly can occur in chronic renal failure patients.
Rarely. Its rare to get infected from the machine itself, but fairly common for the dialysis access site to get infected, especially if it is a temporary access like a catheter placed for dialysis, .