I personally think we should have sandbox on more sites.
Not sites like Stack Overflow just ones that are necessary.
ReferenceError, as this is not planned or necessary. Of course, you said only necessary sites, and these already have sandboxes.
If you think a specific site could benefit from a Sandbox, propose it on that site's child meta and see what the users of that site think. Many sites already have a sandbox for discussing potential questions or answers or working out formatting.
That said, it's not up to the MSE community to decide this. Only the community can decide for themselves whether it would be useful or not.
If a stack doesn't have a sandbox, it's probably because the users there don't feel that one is needed. If you disagree, you should post on that particular stack's meta, proposing the addition of a sandbox, and laying out your case for why it's needed for that stack.