Yes. But close votes are often not fast enough (how many votes are enough for closing?); and... close votes doesn't include comments. So if you see an unclear question, instantly VTC as unclear and then comment?
What about making Sandboxed questions at the same place on Main, but mark them as "currently in the Sandbox"? Even if we have sandbox.codegolf.stackexchange.com , I don't think it will be helpful if people don't know about it.
------
How long should questions be in sandbox? In the current state some questions in the sandbox are forgotten by the OP.