Chicks can't read. They especially can't read your mind. They have no idea why you are giving them the sand. Obviously they are enjoying it.
There are a lot of photos of brooders on this forum. It is extremely rare to see any area in those brooders for dust bathing. They don't need anything to dust bathe in. If they want to take a dust bathe, they'll use whatever bedding you have in the brooder. They'll be fine without a designated dust bath area.
If a place is available, one of the first things a broody hen does when she brings her chicks off of the nest is take them to a place where they can peck the ground. Pecking like that is an instinctive behavior. They find bits or rock that they can use as grit in their gizzard. Sand works for that. They get probiotics from the other chickens by pecking the ground where the other chickens have been. If I remember right you don't have older chickens so you won't get that benefit but it is still possible your soil has microbes that the chicks can use to strengthen their immune system and maybe start working on building flock immunities. All that depends on what is actually in that sand.
I really like the idea that you are feeding them that sand from outside, I think it helps give you stronger and healthier chickens. Just don't give them a lot, they still need to mostly eat their feed, not fill up on sand.