Sandbox play works well when people realize they are not constrained. Granted many people may enjoy being constrained, sandbox play isn't for them.
If you see a pile of blocks, a pad of paper and a few pencils or bucket full of toy soldiers and start wondering what you could do with that to have some fun then a sandbox style game is for you.
A sandbox game is right for players that can be shown a partially filled in map, given a hint of the rules and told to go explore and build. They'll discover and build the world together and learn the rules on the way. The DM builds expands and elaborates framework provided by the rules and puts a light on how the sandbox can be approached by the players and adapts to what the players do and fills in the empty corners the players decide to explore.
Real life is cold and callous and one must live with the consequences of their actions. In a sandbox one gets to hurl themselves against the world and even redefine it. Successful (read enjoyable ) sandbox play is dependent on the players ability to assess situations that are discovered by being proactive and interacting with the creations of the DM.
Maybe there is some relation to how one was raised or reacted to their upbringing. Those who were taught (or realized) that the world is a big place full of wonder and it's up to ourselves to get out there and discover what it holds may do well with sandbox play.
Playing it safe in the real world has some clear and simple rewards. Moderate comfort and a relatively clear path. Sandbox gaming gives some a chance to play beyond the real life limits or get a glimpse of things they would rather really not do in real life. In sandbox play failure sets up future adventures, real life is seemingly not so kind.
Real life is seemingly laid out for us, we live with this fiction for the illusion of comfort. We play RPGs for the illusion of adventure and companionship with other folks that enjoy the illusion. Everyday of our lives adventure is just a left turn instead of that same right turn we take everyday. play in a sandbox game is enhanced by not taking the same right turn everyday and the players and DM embracing this.
Sandbox play is a vacation from our everyday lives. A good vacation where we don't miss home and our minds wander to on a "normal" day. Our real life vacations can get dragged to the sandbox and elaborate play for everyone else at the table. Having almost drowned by being swept away while snorkeling in shallow water, building a raft and floating down a canal, hunting, getting in a fight, climbing a mountain, knowing the sense of dread when you are stuck in a tight crawl-only tunnel, feeling the rope of the sailboat cut your hands as you are the only thing keeping you and your friends from being dumped in the ocean, jumping off a rope swing to plummet just for the fun of it are all things I can share with my fellow players in a sandbox game and we all get to walk away from it whether we fail or succeed. Sandbox play succeeds if we get to smile about our exploits no matter how well they went.
Some think D&D players are all social drop-outs and I always felt such folks were really just a fraction of the players and a great many people weren't paying attention to the fact that getting together with the same people over and over again is being pretty darned social. The folks I play with have ranged through a diverse range of personality and career types even if a goodly number seem to tend towards the technical and professional end of things I've still gotten to meet and befriend people I may not have in other ways. RPGs can be a great way for people to meet and retain relationships that might not be without the game at hand.
Here are some of the professions of some of the people that have been in my D&D groups over the years a retired cartographer, a number of computer programmers and I.T. techs, an M.P., prison guard, youth-worker, landscaper, school-bus driver, psychologist, manager of a mall eatery, laser technician, an air-plane mechanic (two actually), nurse, lawyer, deli-worker, retail manager, heating/cooling tech, actors, teacher, optics manufacturer, technical illustrator, graphic designer and housewife. Getting all those people together week after week sometimes for years on end would be tricky and unusual without RPGs.
RPG play for many players is a means to escape the rut. For me (as I usually DM) it's an excuse to create things I want to create and watch people interacting with them because they want to do so. It's a grown up game of make believe. The sandbox is a great place to let ones imagination run free.
One gets plenty of chance to fail in sandbox play without screwing up the campaign for everyone else and without ruining their life. The sandbox campaign gives us room to safely build and adventure and return to the real world when we want to.