I think both carry a high risk of injury for the personal new to running. It’s a double-edged sword.
If a person’s environment is primarily sandy, then perhaps their body has made the appropriate neuromuscular adaptation to walking or running on sand.
I am a city dweller, the only place we have sand in NYC is in the sand box in Central Park. Hence, running on sand would prove to be a real challenge to me as I am not accustomed to it.
Having said that NYC concrete would be my choice. Loads of impact but great stability.