I'm wondering if part of the confusion here is that you're using 'sandbox' to mean an open setting with more or less hard walls, where the term is more commonly used in gaming-speak to mean (or strongly imply) an open setting without any walls; where the players can if they like adopt an attitude of "where the map is blank, we'll go" and it's then up to the DM to deal with it.This is one of those situations where I think it's very easy for people to talk past one another. Last time I ran a Vampire game we established what city it was located in, what factions the PCs belonged to, and the tenants each PC was expected to live by lest they be penalized. San Francisco, the entire Bay Area actually, was the sandbox I poured all my creative energy into. I created multiple NPCs, political factions, religious groups, humans, etc., etc. to build a rich campaign setting but the PCs were free to do whatever they wished. They could work to overthrow the Prince, switch factions, make friends, make enemies, and do whatever their little black hearts desired. They had free reign in the sandbox.
But if they decided things were too tough and abandoned San Francisco in favor of Seattle they would have effectively left the sandbox. I would be totally unprepared for such a thing to happen because I haven't outlined what's going on in Seattle. That's what going out the sandbox means to me.
In other words, in a true sandbox their dropping San Francisco for Seattle would be nothing more than another hittable curveball tossed your way.