Except they're correct. In a proper sandbox a bug in Artifactory wouldn't allow you to access the internet. There was no effectively no sandbox unless you consider Artifactory to be a sandboxing solution, which it's not.

Artifactory should be inside the sandbox, it's not a sandbox in and of itself.

This is exactly the same problem as forwarding ports and exposing all of your internal services to the internet, but from the opposite direction - a bug in any of those services will allow the attacker to gain a foothold inside your network (or in this case, allow the agent to gain a foothold outside of its "sandbox")