I've run agentic CLIs in a sandbox (using MacOS sandbox-exec) & in VMs - both solutions have an inherent advantage over any integrated sandboxing by virtue of their independence (even before we get into configurability). Claude CLI integrates sandbox-exec internally, but I can't really trust it completely because Anthropic don't really have any vested interest in restricting their own tooling on my machine - they want me to rely on the tooling more, not less, which naturally entails granting the tool broader access: this is reflected in two ways in their sandbox-exec implementation: (1) it's wrapped in a relatively lax default profile & (2) not everything the cli does is sandbox-wrapped.
All that said, I don't think I'd agree that sandboxing doesn't belong in the agent harness. Ultimately, I want to be using an open source cli tool that doesn't come with the above Anthropic perverse incentives. The advantage of using a separate sandbox solution with Claude CLI isn't that it's separate, it's that I control it. Ideally I should control my agentic cli though, & in that context, bundling the sandbox comes with a lot of inherent advantages.
Unfortunately, as far as I've seen, the current batch of open source clis are pretty poor at the above, leaving little incentive to switch from proprietary solutions.