Don't need it but they love it. I notice I get more eggs when they have sand in their boxes. It's where they can hang out, lay their eggs.
Go to safety if something is after them from the bottom. They get their treats there. In my case a spray of Millet once in a blue moon (tomatoes hugh, hum).
Ya, the DE helps keep ants away and other little pesky critters too.
They'll sing for you when they are happy happy.
I buy a bag of play sand every month for them. Don't have a sandy knoll. But I have been known to just use sandy dirt mixed with the sand when I am running low. Cause I want those eggs.
I think once you start them on sand boxes, they hold their eggs ransom for more sand. Smart birds, huh.