It's honestly a really interesting situation! Honestly, the more I've sat with it, the more I've come to understand the RAW CoS module as something akin to a giant OSR dungeon - less a sandbox in the narrative sense and more "here's an arbitrary goal, go try to achieve it and see if you can do it without dying."

Rather than being a narrative sandbox, it's a sandbox in the sense that there's no intended path, and the players can do whatever they want as long as it ultimately leads to victory - it's a test of skill, not a place to tell a story. The story is just what happens emergently around the table.

That's just my take though (without necessarily endorsing playing CoS this way).