For me a VN is like a book or a movie. A consistent story with branches. Sandboxes are just: open Map --> Go --> event --> sleep --> repeat. I think the only sandbox I really like is Harem Hotel.
We all have our own preferences, certainly. Given the choice, I'd much rather play a good mainstream game than watch a good movie, and that blends into porn as well. The control over the order of what I do, or how often I do it, really adds to the arousal for me, as does the ability to gradually unlock more hot scenes with my actions. With VNs, I honestly get bored after a while, even really good ones. I find myself saving and coming back later to do it bit by bit, whereas with a good sandbox game I might spend hours with it.
I like Harem Hotel too. Its really well done. But it can be REALLY story heavy at times, and just dumps paragraph after paragraph of info on the player. Its a lot. I remember things, especially in porn games, if it comes in smaller doses, in between the hot scenes.