I suppose that depends on how you play sandbox games. There are still the faction quests and the need to decide the fate of the Commonwealth in general - will it be controlled by BOS? The Inst? The MM? or the RR?
But it isn't like a more linear game like W3, ME, or the DA games where you have a very specific story that threads from A to Z with a definitive conclusion.
The Shaun questline was meant to be part way through the game, I believe, as a break point. You follow the main quest then when you discover he is safe, as it were, it leaves you with a nice pause point to explore, level, craft, quest, etc. Then when ready you can pick your faction and follow it through to the end. But since the game lets you play after that there won't be any huge ending with a roll of the credits and game over sign.
Course if you don't like any of those things and were only playing for the story ... well Bethesda really doesn't make great story games like that. Better off with Bioware or CDK or the like with a more story focused and linear game.
Both styles are great IMO and I enjoy those stories as much as sandbox ones - the only exception being if the main character is too defined as in the case of the Witcher and why I never enjoyed those games.
