Running in sand usually causes quite a bit more load on your achilles tendons. The pitch also causes one foot to underpronate and one to overpronate which is also usually a bad idea.
Most of peoples' issues relate to bad form, muscle imbalances, etc. Although I will grant if your form is terrible you are probably going to put weird stresses on your knees, etc. I blame our incredibly sedentary lifestyle. I sit probably 60+ hours a week (job, commute, home, etc.) and run only about 4 hours a week (~30 miles). I have been racing and running for close to 25 years and most of my current issues came from very hard training in the past and not taking time off when I got injured. When I just run 4 to 6 miles "easy" I am basically injury free as long as I supplement with a few other exercises such as single leg partial squats and monster walks with a rubber band. These are mostly only required because of my sedentary job and not the running though.
I have no problems with my shins and knees since I'm running mostly mid to slightly forefoot strikes. The forefoot absorbs the shock rather than pounding the knee and hip with a direct impact. When I run with shoes on pavement, I get some knee and hip issues, especially if I don't pay attention to my foot strikes with respect to changing pavement.
My anecdotal data says that if you don't live near a beach, dial back a bit while on vacation at a beach. I can't say why, but too much leaves me with connective tissue soreness. Probably just not being used to it, because I otherwise typically run a lot.