1. When you open a win10 sandbox it appears as a fresh install of windows. Only Microsoft Edge is pre-installed. If you like to tweak privacy settings etc then you'll need to re-tweak them every time you start up a win10 sandbox (as they too get forgotten)>

2. Everything gets wiped when you close a win10 sandbox (so installations can't survive beyond a login session). In Sandboxie you appear to get a copy of your existing OS, and the copy is only wiped when you choose to wipe it (so it can survive across login sessions). The win10 sandbox is wiped when you close it, and you have to close it to turn off the PC.

3. Win10 sandbox seems not to like making the camera or microphone available to apps (eg zoom, skype) whereas Sandboxie is happy with making them available.

4. Because of the above, win10 sandbox is probably more secure than sandboxie, but there is no indication of where the sandbox state was stored, so it isn't possible to secure delete it like you can with sandboxie.