I disagree very strongly, but then you knew that already.
You can run a sandbox in an setting where the bad guy armies are conquering the world. If the PCs don't stop them, the world gets conquered. As long as the DM is ready to have the PCs do whatever they want, it's a sandbox.
From the other side of the GM screen, that sounds like a punishment-stick.
Players goals tend to align with keeping the status quo or improving it. So if the village was nice and peaceful, they will tend to fight the disruptions to that, and repair it if they can.
If they see an opportunity to improve it (builder mentality), they'll do that. all of this is usually as a course of improving their own situation. By helping the village fend off orcs, they get respect and perks. They may even get power and command over the region.
Psychologically then, when a big war erupts, you are disrupting the status quo and threatening what they are building. The probability that they will keep walking back and forth to the dungeon to the village to sell their loot is low. Because if they ignore the war, the village will be destroyed.
Now this assessment can't apply to all players. But to some, such as myself, this is what we'll see, despite the GM thinking he has a sandbox.
When you have a significant Consequence about to happen, while the GM may think the players have a choice, the players have no Choice but to take action towards that problem, rather than some other goal they wanted to pursue.
Disagree? At 5PM today, a gang of hoodlums is going to go to your house and rape, rob, and kill your family. You are free to stay late at the office, or go solve the problem.
You have some choices on how to solve the problem (call the cops, get your family out by 4PM, be there with a gun, etc.) But no man is going to rationally ignore the Threat and work late. That is a non-Choice.