Here's the macOS kernel-enforced sandbox profile that gets applied to processes spawned by the LLM: https://github.com/openai/codex/blob/main/codex-rs/core/src/...
I think skepticism is healthy here, but there's no need to just guess.
The startup process which sets up the original socket would have to be privileged, of course, but only for the purpose of setting up the initial connection. The running LLM harness process would not have any ability to break out of the sandbox after that.
As for spawning unsandboxed processes, that would require a much more sophisticated system whereby the harness uses an API to request permission from the user to spawn the process. We already have APIs like this for requesting extra permissions from users on Android and iOS, so it's not in-principle impossible either.
In practice I think such requests would be a security nightmare and best avoided, since essentially it would be like a prisoner asking the guard to let him out of jail and the guard just handing the prisoner the keys. That unsandboxed process could do literally anything it has permissions to do as a non-sandboxed user.