Sand particles are quite small, so they have a relatively low volume/mass compared to their surface area (square-cube law). That’s important.
Water undergoes strong cohesive (which is responsible for surface tension) forces with itself due to hydrogen bonds, and it also has strong adhesive (sticking) forces as a result of induced interactions with silicon dioxide – also called wetting. These forces help the light sand particles to stick together, especially when you look at the scale where water is extremely effective for this purpose – as opposed to say ball bearings, pebbles, or golf balls.
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