Well, you are imagining a worse UX, but it doesn't have to be. Pi doesn't include a sandboxing story at all (Claude provides an advisory but not mandatory one), but the sandbox doesn't have to be a simple static list of allowed domains/files. It's totally valid to make the "push code" tool in the sandbox send a trigger to code running outside of the sandbox, which then surfaces an interactive prompt to you as a user. That would give you the interactivity you want and be secure against accidentally or deliberately bypassing the sandbox.
So you have to set up that integration instead of letting the agent do it. I suppose the sandbox is more configurable, but do you need that? I thought the draw of pi was that you didn't do all that and let it fly, wheeee!
edit: You're not making it sound easy at all. I don't have to build anything with the other agents.