Question about Sandbox programs

I am curious about programs like Sandboxie, Returnil etc. Before I get involved, Here is my problem. It seems that if I download a program within a Sandboxed session it is lost when I exit the sandbox but more important. If I update my bank account by downloading account information while in a sandbox isn't that all lost when I exit the sand box.
I get the impression that Sandboxes are only good for general browsing web sites and visiting sites where you might find malware (i.e. Warez) or you want to cover your tracks when you go to a porn site - I don't go to either

Am I off-base ?

 

I have my Sandoxie set to automatically delete the sandbox contents on web browser closure. If you download something while in Sandboxie you will get a Quick Recovery window which will allow you to move the file(s) that you want to keep out of the sandox (Recovery locations by default are MyDocuments & Desktop). If you download the file to another location you will not get a Quick Recovery window and the files will be lost on web browser closure. If you want to be able to do Quick Recovery to more locations (besides MyDocuments & Desktop) you can specify additional hard drives/folders in the sandbox configuration.

As far as secure deletion of sandbox contents, there is an option for that in Sandboxie, but I never use the secure deletion option.