There is a bit of confusion because macOS has two sandboxes: app store app isolation and permissions and file system isolation. Think of the latter as everything on the file system except /Users and a few other cherry picked directories being mounted from a read-only CD-ROM.
The latter usually goes by the name "Data Vaults" and actually extends to a blacklist of directories (and at a technical level is enforced in a different manner). Things like ~/Documents, ~/Downloads and ~/Desktop are inaccessible to applications without permission.
