The two versions of Dropzone 4 will work the same out of the box and sandboxing only becomes an issue when installing certain add-on actions for Dropzone 4.
If you're using the Mac App Store version of Dropzone 4 then initially you're limited to installing the actions listed on this page.
If using the non-Mac App Store version then you can install the full list of actions shown here.
If you purchased Dropzone 4 from the Mac App Store and want to use an action that is not compatible with sandboxing then I have provided an easy solution: You can switch to the non-Mac App Store version by downloading it from here and moving it to your applications folder replacing your existing App Store version. When you run it, it will detect you purchased already on the Mac App Store and register you automatically. Full details on this process are given here. Note that you have to run the Mac App Store version at least once first for this transition to work.
Therefore it doesn't matter if you purchase Dropzone 4 from the Mac App Store or direct from us. You can easily switch between the two versions if you need to.
Updates to the Mac App Store version are handled by the Mac App Store app while the non-Mac App Store version has its own update system (Sparkle) built in. One issue to keep in mind is that the non-Mac App Store version tends to receive updates a bit faster as these updates don't have to go through the Apple app review process.
Hope this helps.