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Apparently, Worldbuilders SE has a sandbox where new, or "bad" questioners can place their questions in a separate queue and have them critiqued, edited, etc. before they are placed "live" on the main site. That way, all this activity occurs without impacting the main site.
Does it make sense to have such a "sandbox" on other SE sites?
This is highly dependent on the culture of the specific site.
For example, the idea of a sandbox actually originated from Programming Puzzles & Code Golf. It's highly successful there because questions on PPCG are so different from other Stack Exchange sites. Questions are posted not to request help but to pose a challenge, and they typically require much more work and fine-tuning than questions on other sites. There are also lots of ways to go wrong in writing a programming challenge (loopholes, etc.), so a sandbox is useful to weed those out.
Worldbuilding is also a much broader and more open-ended site, so it possibly makes sense to have a sandbox there, too. (It's not as "special" as PPCG, though, so a sandbox isn't as necessary in my opinion, and indeed it's much less active than PPCG's.)
The question you should really be asking yourself if you're considering whether a site needs a sandbox is: What problem would this solve? In the case of PPCG, as @ChrisJester-Young puts it, "Currently, the sandbox is a buffer against duplicate, poorly-specified, uninteresting, or just generally inviable challenges. It makes the task of framing challenges a collaborative, community-orientated effort." For Worldbuilding, it's a way to help new users out and ease them in to the slightly unorthodox site and community, compared to other sites. It's really just a thing that should be decided on a case-by-case basis.
This is functionally what happens already when a question is closed. It is a state that a question is placed in when it is not currently answerable and needs to be fixed up, while still allowing critique and improvement of the question.
