According to Wikipedia: "A game with nonlinear gameplay presents players with challenges that can be completed in a number of different sequences. Whereas a more linear game will confront a player with a fixed sequence of challenges, a less linear game will allow greater player freedom. For example, a nonlinear game may permit multiple sequences to finish the game, a choice between paths to victory, or optional side-quests and subplots. Some games feature both linear and nonlinear elements, and some games offer a sandbox mode that allows players to explore the game environment independently from the game's main objectives."
So EU is a sandbox game because there is no clear progression along a character class-line to reach the end goals... you can do whatever you want in whatever order you want to do so. Eve Online would fall into this same category, as would Second Life, Afterworld, etc. Usually skill-based games are considered sandbox, whereas class-based games are not.
Hope that helps. 
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