Calci-Sand is primarily calcium carbonate - not actually sand. My understanding is it is much more likely to clump together when wet and can form into obstructions in the digestive tract. Also, being calcium carbonate is throws of the pH of the digestive system and can cause other trouble with digesting and passing wastes.
As to dragon's wild environment - its very broad but for the most part doesn't have inescapable expanses of sand dunes as stated. Wild dragons are likely to encounter some sand, fine gravel and other such things, as well hard packed earth, rock, dessert grasses etc. Its suspected that ingesting small amounts of dirt (with or on food, since nothing is getting washed either) is a source of minerals for wild reptiles. Dragons in good health can pass some amount of natural debris, they are tough critters.
In captivity, the big problem arises husbandry isn't adequate and the dragon has trouble passing things that a healthy dragon would have no problem at all with.