Most sandbox games suck. Why? Because all too often the idea of player led, follow what interests you type campaign leads to complacency on behalf of both the GM and the players. GMs feel like because the plot is in the hands of the players they can’t do any prep while players… well players rarely know what motivates them. So the game lurches from one random encounter or fetch quest to another, never adding any depth to the world until the campaign dies from a severe case of the blahs.
I say this from experience. I’ve attempted to run games that have fallen foul of it and I’ve seen it happen almost every time somebody suggests a sandbox. It even happens in video games. For example Skyrim, one of the best-selling open world games ever sucked.
Because its world was shallow and unconnected. Major quests had almost zero impact on the wider world while the procedurally generated quests made it seem like you might end up being sent to each and every mound of grass to fight the ghost/skeleton/cultist/bear that had stolen the favourite spoon of meaningless NPC #1,234,799. You could be the archmage in one town but a peasant in the next. Plot threads by the dozen but never weaved together into something more.
And because it was open world if you decided not to stop pursuing a quest part way through it would just sit there. Waiting. Tired of the civil war? We’ll just go away for now. Bored of dragons? They’ll wait to complete their plans while you go and explore another loot filled cave just outside town that somehow nobody knew about.
Now apply that to a tabletop RPG. But with even less depth because the GM didn’t want to force their plot on the players so hasn’t added any detail to the world.
It should be the opposite.
If you’re running a sandbox then you need to know so much more about the world or be able to wing it. You need factions and NPCs galore that all have their own motivations and goals before the PCs are even on the scene. Plot hooks should be abundant, to provide PCs more options than they could possibly deal with and when they resolve one then there should be consequences for leaving the others hanging. Take out the gang harassing the neighbourhood? Fantastic, except now little Jimmy’s cough has put left him six feet under because you didn’t get him the medicine he needed in time.
As for the PCs well they should be just as detailed as the world. They need lives and families, wants and needs if they’re going to have some real motivations. They should know why they’re in the world and what’s driving them and it should be established in collaboration with the GM so that they don’t exist in a vacuum.
Do what you want is meaningless if you don’t want for anything.