No, that's not what it means. Currently there are three security tiers for applications on macOS: App Store, not App Store but cryptographically signed, and not cryptographically signed. All three can be run.
That sentence means that in the future, the second category (applications which are not on the App Store but are cryptographically signed) will need you to generate a certificate with Apple. Nothing about the app store's sandboxing rules, and nothing about all applications -- you can run unsigned applications to your heart's content.
That sentence means that in the future, the second category (applications which are not on the App Store but are cryptographically signed) will need you to generate a certificate with Apple. Nothing about the app store's sandboxing rules, and nothing about all applications -- you can run unsigned applications to your heart's content.