In my opinion, sandbox mechanics make the game more enjoyable. Especially if you have repeatable sex scenes / levels you can reach. A VN loses most appeal (unless the story is very good and the graphics are above average) quite fast.
On the other hand, most sandboxes just end up having absolutely no choices in them, they're basically kinetic novels with a choice over which scenes you see first (or how many times you see certain scenes). Take Lessons in Love for instance: it has sandbox mechanics, but the only choices you have are whether to get involved with certain women. The only other uses for the sandbox are for grinding (not that there's much in LiL) and a few cases where you have to do something specific to trigger a certain scene (like one scene where you have to go somewhere then go home without doing anything else).
This isn't to say that LiL would work better (or even at all) as a "pure" VN but the sandbox is a neutral feature there imo.
Then you have the worst kind of sandbox: The collectable hunt. There's a few games (none of which are memorable enough to come to mind atm) where, aside from a list of objectives to complete, the only purpose of the sandbox is to pixel hunt for collectibles (either to unlock scenes or to get CGs).
Frankly, I think that the inclusion of sandbox mechanics are often only used to introduce the illusion of gameplay, to make it seem like you're doing something when you're actually not. About the only game here that I've played where the sandbox actually adds something to the game in my opinion is Love of Magic as that game's more of an RPG than a VN.
There's a reason why there's a large group of users here that are immediately put off by the sandbox tag.
(Also, no hate for LiL, it's one of the best games on the site and it does actually use its sandbox).