So you'd prefer your graphics system to act as a security boundary? Seems very weird to me. Containers are clearly the right tool for this job, for they can run as well for non-graphical programs.
On X, it is possible for an exploit in a browser to gain root if you have an application opened as root.
Although such exploit would be extremely difficult to pull off, state actors will do anything for specific targets.
That's either not a problem for me because I am of no interest to them. Or it is a problem that no amount of fiddling with software can mitigate because they can just beat me until I give up.
It's been a long time since I daily drove Windows, but I'd assume it's still the same situation over there.
I don't care. Sandboxing is annoying, cumbersome. I'm not going to create a container for every single app I run, so Wayland brings zero additional security.
If once in a honeymoon I need to run shady software I use a VM.
You don't have to create a container by yourself, a good desktop will do it for you. One such solution is Flatpak. Many applications don't work that great with Flatpak yet and require quite sweeping additional privileges, but we will probably see improvements over time.
There's nothing wrong with users deciding to just have a common folder with all their data, but some applications are of more sensitive nature than others and it should be possible to secure them better. For example password managers or terminals.