It’s a question I sometimes remember, when doing fitness. I always wanted to wear weights on my arms or legs. But they are always filled with sand and are very bulky and weird. I am wondering, why we’re not using more dense materials? Why not metal? The weights at the gym aren’t sand.
Note that it’s usually not fresh sand. It’s whatever the cheapest sand-like material they can get their hands on. Which is likely mining waste. Which might not be great for your health.