When I was running "The Caves of Ortok" last night, my players did what good players should do - they went off the script. They were so damn sure there was something beneath the tentacle headed statue there was no way in hell they were going to leave it standing.
As written, it was just a statue. Nothing special except the design of its head. When my players saw it, the "knew" it was special. In truth, if +Jason Paul McCartan wasn't lurking and watching the players progress (or whatever it is my group does that resembles progress) I probably would have put something under the statues. Minor treasure, a map, stairs - something. As it were, I wanted to keep true, as much as was possible, to the adventure design. To some extent, it was a playtest of sorts.
Still, my instinct is to reward my players when they think out of the box, as such rewards not only them, but myself and the campaign as a whole.
As +Jason Paul McCartan pointed out afterwards in regards to Sandboxes, and I agree, it is as much about freedom of choice for the players as it is them putting their own spin on the direction of the campaign. In truth, why shouldn't there have stairs beneath the statue they tumbles, long hidden and leading into dark depths, perhaps flooded and requiring the party to return at a later time, properly prepared for such an expedition?
Because it was written as such?
Sandboxes aren't so much written as created by the players and the events they put into motion. Sandboxes form in reaction to the actions of the players, not in spite of them.
A thriving sandbox is the result of ones players.
I've had some difficulty in seeing a sandbox as anything but a hex crawl, and now I see the sand is perpetually around the players so long as you allow it to be. And they allow it to be. A proper sandbox requires the DM to trust the players' ingenuity and also requires the players to trust the DM's judgement and off the cuff rulings.
It isn't so much the scale as the amount of trust.