People often just drop the word “sandbox” and say “applications are sandboxed” and that that means that they're safe but it's really not that simple in practice. What often happens is that such applications still need to communicate over some socket with some server that was never designed for such a sandbox, say PulseAudio, and in many cases can then simply instruct the outer daemon to do whatever they want with full permission, either by design, or by oversight since the no one who wrote the outer daemon thought about it at the time since they were never designed for that purpose.