Here are two main reasons for putting a separate container next to the table. 1) You are providing an opportunity for children to do what they have an inner drive to do, namely, to transport. 2) In the process of transporting, you create an opportunity for positive rather than negative communication between you and the child. Instead of "no, no, no, not on the floor" you can now say "put the sand in the bucket." You have now given the child a constructive alternative to what was originally perceived as a negative action.
Let me give you a concrete example. Last year a parent and her child were at the sensory table. The child was transporting the sand around the table and spilling it on the floor in the process. Mom kept saying: "No, not on the floor." I aksed the mom to tell her child to pour it in the bucket. She did and the child dumped the sand in the bucket. Three things immediately changed: 1) Mom relaxed; 2) Mom had a satisfied look that her child did what she asked; and 3) The sense of agency the child felt from doing something constructive was palpable.
If you take nothing else from this blog, take this: Put a pail, bucket, or large container next to your sensory table. Hardware stores have them for less than $5---or maybe you know someone in the food industry that can round you up a bucket.