Because programs operate on files which need to be accessible by other programs. This is the whole point of files with interoperable file formats.

The applications that does not do this, i.e. games, are good candidates for sandboxing, but normal applications? Not so much.

Well, you could include the standard file operations (launch program by doubleclicking that file, save that particular file; secure "save-as" selection provided by OS) as managed parts of the sandbox; and have a functional app that is unable to open&change any files that the user doesn't intentionally choose.