Choices that can actually change how play progresses in real, significant ways. So, if there's an ogre to the north, and the players go south, they avoid the ogre. Or, if the war is to the east and the players go west, they avoid the war. No referee forcing the players to go north or moving the ogre to the south. No referee forcing the players to go east or moving the war to the west. The players getting to decide who they attack in a combat the referee forces on them isn't a meaningful choice. If the referee has a story they're going to force onto the players regardless of the players' choices, then players lack any meaningful choices.
If it advances the plot, it's a meaningful choice.
Being able to opt out of the rails is a meaningful choice. Not being able to opt out of the rails is robbing players of agency.
Simply wandering about the sandbox, doing whatever the moment fancies them, is not making meaningful choices.
That's why sandboxes are illusions.
According to you and how you write them, yes. According to everyone else who plays and enjoys open-world sandboxes, no.
The moment the characters abandon the sandbox feature and make the choice to engage in the story is the moment the sandbox ceases to exist and the choices become meaningful to the plot.
You start from a false premise and it's all downhill from there. RPGs are not stories, they're games. You're wrongly assuming there's a story or plot waiting buried in the sand. That's not the case. You're also assuming that once picked up that story or plot cannot be put down and walked away from. You're also assuming that once the story or plot is completed they cannot go back to wandering. You're also assuming that the PCs cannot pick up more than one story or plot. You're looking for excuses to railroad your players, then cannot seem to comprehend that other people are not beholden to your way of doing things.
Yes, you clearly think of sandboxes as illusions and you write them as such. That doesn't mean that sandboxes actually are illusions. Your opinion about a thing doesn't make it a fact.