Sand is extremely cheap, you can find it anywhere. Sand absorbs energy far better than metal plating and the bags are portable. Compare it to manufactured metal plating that would have to be pretty thick. So metal shields are more expensive and way more cumbersome. So for small arms and ordinance, sand is a no-brainer.
Sandbags provide reasonable protection from bullets and shrapnel because sand is dense and absorbs energy.
But it’s not a substitute for things like armored concrete used in pillboxes and bunkers.
Sandbags are used in temporary and hastily built fortifications because empty sandbags are light, easy to ship, and can be filled up with sand/dirt pretty much anywhere. So logistically it makes sense to use them, because you don’t need to bring in heavy equipment to make a trench or a foxhole.
Soldiers are trained to ‘dig in’ to fortify a position. You can dig a hole and surround it in sandbags, or pile the sandbags around an existing structure to improve it’s defensive qualities.
I’d argue the trench or hole the soldiers dug provides more protection than the sandbags surrounding it.
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