It isn't about what the characters see, it's about how the GM goes about setting up their walled garden adventure.
If one wants to use the railroad it's a tool in the box, but at minimum they should get the player buy-in that occasionally the Adventure Express will show up and deliver them to Missiontown.
I recently converted a sandbox campaign to instead a 5e conversion of Age of Worms. Part of this process was having a conversation with the players and making sure they knew that the walls and keep off the grass signs were going up in the playground.
I can steal the PCs items by GM fiat, and have doors literally impossible to bypass without fulfilling Quest 27 without guilt because all the players signed up for that experience. I would never use those tools when I was running the sandbox game.
I don't know how the NPCs in OPs game stole the tuning forks....but in a sandbox game I believe it's important to work within the rules of the universe as expected by the players. As far as I know any sort of "Every person ever teleporting to this plan has their items stolen and delivered to me" isnt a magical effect in the power level of a mortal, fey, or even most gods.
Were I running it I'd have spiked that fey-cabin Deck of Many Things draw with the classic devils bargain and have the dealer demand payment in the form of the tuning fork before they went through the portal. The obviously fey connected entity is working for the Winter Court and helping them achieve their goal of collecting wayward travellers in a way that the players can react to and respond with agency.