It depends on what you're trying to prevent.
If your fear is exfiltration of your browser sessions and your computer joining a botnet, or accidental deletion of your data, then a sandbox helps.
If your fear is the llm exfiltrating code you gave it access to then a sandbox is not enough.
I'm personally more worried about the former.
Code is not the only thing the agent could exfiltrate, what about API keys for instance? I agree sandboxing for security in depth is good, but it’s not sufficient and can lull you into a false sense of security.