I know there is sand in OZ, but there is a huge difference: In the wild, the sand is not contained to a small space. If there is dust, the wind blows it away. But in a small cage, the sand is stirred up whenever a beardie moves, and instead of being blown somewhere else, the sand just sits in a dust cloud until it settles... And then it is stirred up again the next time a beardie moves. There is more than one substrate in OZ too: sand, hard-packed dirt, rocks, ect. A beardie will probably be on many different substrates during its lifetime, not just sand.
Keep in mind that a wild beardie's average lifespan is about 3 years. Any beardies who decide to become sand lickers or rock eaters don't last very long.