This is how the autosandbox functions, when closed all data from that sandbox session is removed, that is the point of running something in a sandbox to isolate it from your system. Now I don’t know how that would interact with dropbox as the sandbox is meant to be isolated from your system.

If you are happy that this is a dropbox function and it is clean, then have avast Open it normally (not in the sandbox) from the drop down list of options. Also check the remember my answer for this program and you won’t be troubled by it asking to run it in the sandbox again.

I have no idea why the folders would be gone from the desktop as essentially they should have been isolated from the actual sandbox. How to get them back I can’t answer as I don’t use dropbox, do they not have backups as I’m sure this type of thing will have happened in the past (not necessarily related to your problem) or from your backups.