According to this guide, there should be an App Sandbox capability in the project file:
App Sandbox
However, for some reason my app project does not have a
First of all, you should open the ***.entitlements file. In this file, add a Key named App Sandbox and changed Value to YES.
***.entitlements
YES
After completing the above steps, click command + b then go back to Signing & Capabilities, the App Sandbox will appear.
command + b
Signing & Capabilities