That refers to the sandbox "escape hatch" [1], running a command without a sandbox is a separate approval so you get another prompt even if that command has been pre-approved. Their system prompt [2] is too vague about what kinds of failures the sandbox can cause, in my experience the agent always jumps straight to disabling the sandbox if a command fails. Probably best to disable the escape hatch and deal with failures manually.
[1] https://code.claude.com/docs/en/sandboxing#configure-sandbox...
[2] https://github.com/Piebald-AI/claude-code-system-prompts/blo...
I have since added a sandbox around my ~/dev/ folder using sandbox-exec in macOS. It is a pain to configure properly but at least I know where sandbox is controlled.