I find that players who primarily play traditional prep games have been trained to be reactive. The strong, sometimes inviolate, feeling is that the DM will put the adventure in front of them, and they need to accept it. It's not a preference to react, it's what they have to do to catch the hook of the adventure, so that's their default mode of play.
But there are RPGs with a lot more player direction. For example Apocalypse World has Fronts - things that are going to get worse unless the characters deal with them. And the players are quite adept at either picking a front or working towards another goal in a proactive manner. A large part of it is different expectations, and reinforcement that you pick what you do.
Just telling players primarily familiar with D&D and similar games that it's a sandbox still leaves them having to overcome their training inclinations and their assumptions about what they should be doing. And still may hit into other assumptions - I did that to a set of smart veteran D&D players having told them in session 0 that they would be setting direction and the world was non-level-specific. Half couldn't make up their mind, only one suggested anything outside the presented, which was research into a few of the presented, and the paladin eventually convinced the party to go for the one that was the biggest threat to order - but with the assumption that the world was level specific and it was the DM's job to make sure that whatever challenge they went after would be fun, even though session 0 established that it was not level specific and there would be threats to big to handle via combat.
A lot of sandbox material has come out of the OSR, which is traditional and very D&D oriented. I don't think there is anything there that is an issue. D&D has a long tradition of exploration based play and open exploration. It just also has a really long history and different approaches come in and out of fashion (when I started in the mid-80s most of the groups I played in were heavy exploration based, but by the time of the early 2E era there was much more of an emphasis on story, then in the 3E era it started as kind of a mix with a back to the dungeon approach but leaned more and more into adventures structured around encounters: dropped off with 4E so not as familiar with what came after).
Obviously when presenting any adventure structure that people haven't experienced before, you are going to have to overcome their expectations. In sandbox those might be expectations built from years of playing something more like linear adventure paths. But I am finding sandbox these days has a lot of currency as a term so I am not having to explain myself as much to new players. I don't play the current edition of D&D, but it sounds like, at least from what some 5E players in my groups have said, some of the modules have more sandbox like elements to them. So I haven't encounter that much of an issue with it. The biggest issue I have encounter honestly are with players who either came to D&D by watching live stream games or gamers who try to emulate that style. But you could just as easily have issues because someone is coming to it from a more story driven approach, a more adventure path approach, etc. Even then though, it hasn't been a massive hurdle. We all have our blinders when it comes to style and expectations.
When I started gaming it wasn't uncommon to play lots of different systems and games. And I game with a lot of people my own age with similar experiences, and find mostly what it takes is just explaining how you plan to GM the session.
Also, importantly not everyone is going to enjoy sandbox. Often it isn't an issue of a player being used to one style and not understanding the sandbox approach, it may just be they want a more structured adventure style.
The level specific expectation goes beyond D&D I think. That is a fundamental dividing line in the hobby. Some people want challenges to be tailored more to the party, others don't (personally I am in the latter camp). But I don't really see that as a product of people being trained to think a certain way (though in some cases it can be they don't realize other possibilities exist and it may take a bit for them to understand what a campaign not built around the party level would actually look like). Sometimes the best way to help people understand a sandbox is just throw them into it and find out.