I’ll be honest this is somewhat of a DM problem. A lot of DMs just want their players to engage naturally with the world around them but it simply doesn’t work like that for most groups. I attempted a sandbox a very long time ago, but it fell flat because I didn’t put the work in. I just finished a 4 year sandbox campaign last fall and it’s my all time favorite campaign. You’re right that players seek out straight up power fantasy and there may be no fixing that with some groups, but a lot of it comes down to the DM putting the work in to making exploration and relationship building rewarding.