Not necessarily. For a lot of groups, the game is a foregone conclusion. I mean most tables are probably playing D&D no matter what, so if that is you and your the GM, it is going to be D&D. And you may also be in a group that plays savage worlds or GURPS. In which case it is going to be one of those. Now you can certainly factor in system if you have freedom to decide that. But I don't think it is the most important thing. The most important thing is how you intend to run the game, how you plan to prepare for it, etc. Obviously system can impact the experience. If I am playing a game with narrow levels of powers (i.e. characters are pretty much fully baked after character creation), then the sandbox is probably not going to be driven by a desire to gain levels. But that is fine because a sandbox is about the setting and freedom to freely explore and act in that setting and there is a lot to be gained in the setting itself