And different people play for different reasons. When I'm DMing, I'd be tickled pink that the player is engaging with the world, attempting to shape it, and not just riding the rails. When I'm playing, I select tables where sandboxes are encouraged.

Party wants to build a lair? DM brain wheels turning... I'm going to run a tower defense scenario or two! That'll be epic for them! Clearly a rival mad mage doesn't like them encroaching on his monopoly on lairs in this forest... Or whatever.

There's a lot of spells in the game that have things like: if cast every day for a year. How the hell are players in an urgent scenario ever going to cast Teleportation Circle in their lair for a year? Nevermind the thousands of gold that'll cost. If the player comes to me with a plan though, Imma roll with it, throw up some obstacles, toss some roleplayer scenarios in, maybe have the BBEG find out about their plans and attempt to disrupt, etc. And after handwaving some downtime, and rewarding them with their permanent circle in their lair, everyone will have had a great time :)