I honestly think that sandboxing is currently THE major challenge that needs to be solved for the tech to fully realise its potential. Yes the early adopters will YOLO it and run agents natively. It won't fly at all longer term or in regulated or more conservative corporate environments, let alone production systems where critical operations or data are in play.
The challenge is that we need a much more sophisticated version of sandboxing than anybody has made before. We can start with network, file system and execute permissions - but we need way more than that. For example, if you really need an agent to use a browser to test your application in a live environment, capture screenshots and debug them - you have to give it all kinds of permissions that go beyond what can be constrained with a traditional sandboxing model. If it has to interact with resources that cost money (say, create cloud resources) then you need an agent aware cloud cost / billing constraint.
Somehow all this needs to be pulled together into an actual cohesive approach that people can work with in a practical way.