My main problem with Linux is that I have to trust all the applications that I install (unless I am willing to do an extreme amount of sysadmin which I am not). On a smartphone at least I can easily assign permissions to each app.
GUI apps often come in Flatpak[1] these days - which are sandboxed[2] like you are expecting. Flathub[3] is the primary place to get GUI apps, but many distros also have their own app store too.
Flatseal[4] is a GUI that allows you to mange the sandboxes/permissions. You can also manage them via cli if you prefer.
For CLI apps, you can use distrobox[5] or toolbx[6].
> On a smartphone at least I can easily assign permissions to each app.
Those permission categories are so coarse grained as to be useless. In order to pause a media player when a call comes in I have to give the media player access to the phone app. Pure madness.