xmonad is primarily a library with a stub executable; if you built the library in a sandbox, you have very little choice but to run it in that sandbox.  I don't see how this is a bug; it certainly cannot be "fixed", unless you expect xmonad to suddenly learn how to track down *at compile time* that it is being built in a sandbox, and either (a) secretly clone a copy of it somewhere else so it will work even when you tear that sandbox down later, or (b) hardcode a reference to that sandbox into the generated xmonad and hope the sandbox is still there when the user goes to build their xmonad.hs.

(I encourage you to think about the details here.)