Sorry, I was speculating that the current working directory for Sandboxie Control has changed, I don't know how to confirm or disprove it.
As for the sandbox, the ini configuration for the one that gives problems is as such:
ForceFolder=C:\Program Files (x86)\Steam\steamapps\sourcemods\FAKEFACTORY_CM11
OpenFilePath=C:\Program Files (x86)\Steam\steamapps\sourcemods\FAKEFACTORY_CM11\
This is a game that's not installed inside of the sandbox and installs start menu shortcuts, but I force everything under its folder to be sandboxed and direct access its own folder so that it cannot modify anything else (It's actually a mod for Half-Life 2, to be specific, but I tend to not trust it given that it does install customized versions of the game *.exe and *.dll files).
After having started the game using the normal Windows start menu, trying to delete the sandbox contents afterwords just ends up running the rmdir command inside of the sandbox rather than outside of it. With automatic deletion on, it just ends up in an endless cycle of trying to delete the contents of the sandbox after the cmd.exe process tries to run inside of it. I can only workaround it by restarting Sandboxie Control it seems..