Hello!
Yes, KSN cannot be misunderstood as a sandbox, once it receives only metadata of files in order to give a most correct verdict.
And please note that if you worried about the use of sensitive information, you cant opt to use Kaspersky Private Security Network as the link that follows: https://www.kaspersky.com/enterprise-security/private-security-network.
Hope it helped,
Regards,
Valter Generoso