Why can't I put explorer.exe in the sandbox?

In a computer magazine I saw an article about the software Sandboxie.
The article spoke amongst others about placing explorer.exe in the sandbox just for security.
So I decided to do test some of the advices in the article with the sandbox system of CIS 5.

But when I tried to sandbox explorer.exe I got the message stating that explorer.exe could not be sandboxed.

Why’s that?

The CIS sandbox is not the same sort of sandbox as Sandboxie

More here.

Best wishes