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Comparing water's 4.18 kJ/kg-K * ~75 K (25 °C -> 100 °C) to the sand's 1.1 kJ/kg-K * 900 K?

I think you can (or it's easier) get more useful work out of a lesser amount of hotter stuff, even if the thermal energy or total heat is the same. Unsure of that, I don't know what the specific principle is. I'd vaguely gesture at the 2nd law of thermo as if I poured a cup of boiling water into a pot of room-temperature water, the total heat leaving the pot would wind up being the same as the heat leaving the cup, but less useful?

Sand doesn't leak down or up (via evaporation) nearly as much.

It's also far less of a precious resource and non-corrosive, compared to the most common version of water.

If the goal is conversion back to electrical energy, the high temperature is a huge advantage.