Hi Cristina,
I see 2 different roles defined for SQL Sandbox:
Select and DML.
DML (Data Manipulation Language) role lets users execute insert/update/delete queries, whereas the Select role only allows read queries.
When I try giving my user only the Select role and try to update a record, I get the following warning:

So, the users that you share SQL Sandbox with should only have the Select role and not the DML role. This can be configured in the Users module.
Regards