IDK about sandboxes being a principal issue, but yeah, a lot of sandbox RPs rarely work.

As for the OP, a lot of people have pretty much touched on the main reasons why this happens. Such things like drama between players or GMs, a difference of writing philosophy, different expectations of pacing, different levels of writing ability/competency, shifting interest, and lack of communication are all contributing factors in some way or another. Some of these problems are easier to deal with than others, but it is a [i]fickle[/i] hobby so sometimes it can be quite of a feat to deal with. Some players lack initiative and suck their thumbs, others are frightened by other players dropping so they abandon ship, and so on.