It is generally worth making your dev environment easy enough to set up that installing it in a VM is not a particular hassle, even without the concerns about sandboxing. For me the biggest headache was windows licensing.

That is a massive headache. But also for desktop dev (the boat I'm in) there are things like usb device tunneling/drivers, 3D performance and so on.

Windows Sandbox would work pretty well otherwise (And also solves the licensing issue).