Sandbox games imply that the world the players enter is not a strictly defined environment, and that the world will evolve in a collaborative way between the DM and players, based on decisions made during play.  Not just in terms of the map, but in behaviors.
Different players approach the game with different underlying assumptions about that world and how it works. This is both an opportunity and a challenge for the group as they collectively decide how the world works, what is normal there, and what the group can expect in the future. How hard is it to recruit hirelings? Can you effectively negotiate with orcs? Will the high priest help us if we are not of his alignment?
As those matters are hashed out and the sandbox world develops, a shared history and environment emerges that the DM and players have created together. It becomes a set of assumptions that guide further actions and possibilities. Much of this shared history is tacit, not necessarily easy to share, and it can create an obstacle for new players who wish to join in: lacking knowledge of the underlying assumptions about the world, they may feel a bit shut-out. Established players can tend to want to build on what they have created and “protect” the facts they have established. The knowledge that experienced players are taking for granted can seem impenetrable at best and clubby at worst.
There are ways to mitigate this: keep a record of events that new players can read; counsel new players that there is a learning curve and help them with it; remind long-time players that nothing is set in stone – just because the last group of orcs wouldn’t parley does not mean this one will not.
Still, there is a basic trade-off: do you de-emphasize the investment long-time players have made in creating a world, or do you accept that it will be harder for players to join as time passes and they have more to learn about the world they are joining?
How do you try to balance this?
 Obviously there are degrees. DMs vary between the DM who starts with only a bag of dice and some random-generation tables to the DM who has a completely detailed world for the players to explore. Players can insist on helping to imagine a world and add color, or they can passively let the DM determine flavor and context, etc.