It does but only on whole document. Problem that by default it allows everything, people are lazy to find how it works and setup it right. Also you need to open

It does but only on whole document. Problem that by default it allows everything, people are lazy to find how it works and setup it right. Also you need to open every third party separatelly which could work bad for ads. If there will be a sandbox, you can allow only what you need for a particular part. I understand that this conception looks complex and more like iframe. Basically right now a lot of ads content rendered in iframes without src which are kind of sandboxes in this case.