I think it is far more difficult to convey a real sandbox in a published adventure, and this skews the way people think about it, until they have some varied experience under their belt.
Anyone that has ever run anything approaching a pure sandbox will likely tell you that their notes are not something that could be easily communicated in a published module. There is so much half done (or even not done) that was nevertheless hinted or noted in passing, and would have been available if needed.
Teaching sandbox is like teaching improvization jazz. It can be done, but the person learning must spend some time, well, failing at it, before they'll really get it. In contrast, linear adventures (like more circumscribed jazz) can be taught. Sure, without practice, it won't be very good, but it will be a poorer version of the actual thing attempted.
For another analogy, it is like swimming, versus doing a swan dive or a backflip off the board. People can swim poorly or they can swim really well, or somewhere in between. There isn't much room, however, between a good swan dive or back flip, versus total fail. Having done a full--face, belly, legs, and feet--"belly flop" off the high dive, trying a swan dive, I can understand why people are sometime relunctant to try sandbox.
It is not that sandbox is a purer form, or inherently better, than other options in gaming. (Though naturally it is a better choice for some people.) Rather, it is that sandbox has a steeper learning curve, and thus seems inaccessible to some people for whom it might be a better choice.