I took the cover off of her sand bath. It had a cover to prevent sand spray from going all over the place. The cover had swinging doors. I think she just felt uneasy about the whole thing.
With the cover off, she'll walk around on the sand bath, but won't wiggle around on it or use it to clean off some of the extra oil in her hair. Maybe that behavior will develop over time, or maybe she had other ways of going about that process that she prefers.