I think you should be more worried with the feet.
Sand is very abrasive and can irritate a dogs feet, especially between the toes.
This isn't much of a problem if it is packed sand, but if it is loose, dry sand, like in dunes, then you can bet some of you dogs may be getting a bit of irritation inbetween the toes. If the distances are short then the problem isn't too severe. But, if the sand is real loose and dry, and the miles are long, you could have problems with this. And it won't be as obvious as a dog with his paw held in the air, or a limp. He may be flagging, or just not pulling as well as normal.