But that's what I'd consider sandbox: using your own creativity on a blank canvas with almost no chance of entering a complete failure mode you can't recover from.
You could maybe invent your own goals, like creating a specific look to your city or building the most density possible while maintaing efficient transportation. To me it didn't feel like there were many challenges or ways you could irreparable damage your city in City Skylines. I don't think that's quite what the OP meant by sandbox vs.