Do you mean the sandbox can be accessed from a different browser, or device?
If that is the case, perhaps you should update the Chrome version you are using, or check if there are any security settings that interfere with your connection. A Sandbox also requires some time to ‘wake up’ when it has not been used for a while.
I know there was a cookie issue with Chrome in Mendix 8.11, but the 8.11.1 patch has fixed it.