When I've had a 4 wheel alignment done at the shop I use, I don't remember them ever using sandbags. Of course, I wasn't there 100% of the time to know for sure. Never had any problems with alignment.

Are the sandbags supposed to simulate having a full tank of gas?

They put it on this drive-on lift, mount some equipment to the wheels, and there's this laser thingamajig in front of the vehicle.

This is not the same brand but similar setup. You get the idea.