Sandboxie (by default), does not restrict access to existing files in your user directory (or anywhere else).

It stops malware etc. From persisting because it catches writes. Basically it kind of mounts an overlayfs over your drive.

You can configure this differently, and iirc the paid donation version has an option to make your user directory private.

I agree that this probably isn't the best default, but that likeöy was a case of not rtfm'ing, andlnot misjudging the risk level. I was confused by this at first too.