GUI apps often come in Flatpak[1] these days - which are sandboxed[2] like you are expecting. Flathub[3] is the primary place to get GUI apps, but many distros also have their own app store too.
Flatseal[4] is a GUI that allows you to mange the sandboxes/permissions. You can also manage them via cli if you prefer.
For CLI apps, you can use distrobox[5] or toolbx[6].
[2] https://docs.flatpak.org/en/latest/basic-concepts.html#sandb...