There are many differences between sandbox and theme park MMOs, but I think one that often gets overlooked, at least by fans, is the one I want to get into today: the ability to play a sandbox MMO ‘wrong’.
Wrong not in the optimal or min/max sense, but wrong in that you are not using the tools available to you to get the most fun out of the game. Theme park games don’t have this problem because they basically force you to play ‘correctly’. You can’t accidently stay in one place too long; the game moves you on. It gives you breadcrumb quests, it grays out the current quests/mobs, and it stops giving you xp/items, all in the effort to get you into the next zone/area it wants you in. That’s not always the case with a sandbox game, and that is one of the hurdles such games face when trying to keep new players.
I think that as a result of WoW (which is now most people's main experience with MMOs), many new players to these other/older games have had their exploratory instincts stifled and shut down. Of course they will just mill around in a small, helpless circle in a sandbox game, not knowing what to do next, because they have no idea what to do unless the game mechanics are specifically pushing them somewhere. They have had no experience with anything different. It's not the fault of the players, but of the game in failing to properly show them how a Sandbox-style world works.
Any new sandbox games that come out in the future, will need to 'wean' such players gradually into the Sandbox style, via more structured intro gameplay that eventually 'lets off the reins' and lets the player make their own way. At the very least, the whole 'drop them into the world and let them figure it out' is a thing of the past. Sandbox games are going to have to come to terms with that fact if they want to make it in the new future of MMORPGs.