In a comment I've asked:
Across the SE network, which "normal" Q&A sites (besides contest-based Code Golf) have had good success with a Sandbox? I suppose "good success" means they started it and after a substantial period of time it is still actively used. In other words, is there any real evidence that this is something that is effective in regular, factual answer-based Q&A sites? Why do I say factual answer-based? because besides Code Golf the only other site I know of that has a sandbox is World Building SE and that site is a little weird.
and the OP's answer is:
I can't give you quantitative data on most of the things you are asking as I haven't done the research.
I vote no because it's never a good idea to just "try stuff" before even doing some basic research on if it works or not. I don't think Space SE needs to be an experiment, and if the person asking if we should have this doesn't even think it's worth spending a few minutes of doing some basic research, then I believe there is not going to be any community inertia behind it.
Before I'd be swayed in the least, I'd like to see an evaluation of how much work would have to be done, and who exactly is committed to doing this work!
I'd like to point out that the angst level of this site is remarkably low and as far as I can tell new users are not having any problems asking their first or second or third questions. Occasionally they are closed but more often users just coach them on how to improve their questions or make helpful edits.
There's no need whatsoever for a separate sandbox.
If it's not broke, don't fix it.