My sandbox isn't on the level.
At it's simplest, a 'sandbox' setting is one in which the adventurers are free to explore without the metagame constraint of an overarching plot in which they are cast as the protagonists. There is no 'story' in which the adventurers participate; a description of such a campaign has more in common with biography or history, written in hindsight from the events of actual play, than a novella prepared by an author.
In theory, this means that the adventurers can decide to go anywhere, and do anything, and, while it may pose some logistical hurdles for the referee, this can be true in practice as well, naysayers notwithstanding.
But part of creating a sandbox is studding it with areas of interest designed specifically to catch the adventurers' eyes. In my Flashing Blades campaign, those "areas of interest" tend to be people and institutions - for example, a family - rather than places like a lost dwarf mine or an abandoned space station, as in more traditional fantasy or sci-fi sandboxes.
So, while the players have the freedom to explore the sandbox, in most traditional roleplaying games the game-world tends to reflect the aspirations and inclinations of the referee, at least initially. Perhaps the most important of the sandbox referee's responsibilities, then, is to create a world which offers interesting opportunities for the players' characters to pursue, a chance for them to set and work to achieve meaningful goals. To do so means either anticipating, to the extent practicable, what the players and their characters may want, asking them directly, or some blending of the two.
To meet the expectations of the players in my campaign, genre influences and the rules of the game guide many of my choices about what goes in the sandbox, but I also have the opportunity to shape the sandbox by my own choices of exactly what influences are used. For example, I was originally inspired to run a cape-and-sword campaign by REH's The Shadow of the Vulture, a short story set at the siege of Vienna in 1529. Now Shadow . . . is a fun historical romance short story, but it's also an Oriental tale as well, exploring the meeting, and the friction, of the Muslim East and the Christian West, and when I set out to create my campaign, I knew I wanted this to be an influence as well. I wanted not only musketeers and pirates but Janissaries and corsairs, Parisian alleys and Turkish seraglios.
And as a result, my sandbox tilts south.
In creating those people and organisations which serve as the 'shiny objects' of my sandbox game-world, I included many, such as the Montchèvre family, with connections to the south of France, to Italy, and to the Mediterranean. There are knights of crusading orders such as Saint John and Saint Stephen, Venetian investors, Greek merchants, French diplomats with Italian and Ottoman postings, and Spanish courtiers lurking in rumors and random encounters. Many of the non-player characters with whom the adventurers are already involved have connections to the Mediterranean as well - both the seigneur de Vaile and the chevalier de Courtenay, allies of the adventurers from their recent service in Savoy, are descended from crusaders, and each has secrets and relationships in which the adventurers may choose to become embroiled in time.
Now, this may seem like a lot more work than is necessary - why not just, say, start the characters in Marseille at the beginning of an adventure which takes them to Alexandria to rescue a Hungarian maiden from a sultan's harem? The easy answer is, this defeats my purpose in running a sandbox in which the players and their characters are free to explore. While I tilt the sandbox in a direction which interests me, I don't stand it on its edge. There is a whole world for them to explore, and if the players decided to take up the comte de Challons on his offer to go to the Empire to fight for the king of Denmark, then that's the way the campaign would go - I'm prepared to roll with their choices to trap furs in New France or raid the Spanish Main or pay a visit to the Swedish court if they are so inclined.
So, if it seems like the adventurers in Le Ballet de l'Acier meet a large number of Knights of Malta or Italian courtiers or Venetian bankers during the campaign, it's not a coincidence. It's also not, however, the only game in town.