They live on a mixture of sand, but mostly soil and wooded parts of afganistan and iraq, and because when leopard geckos get calcium dificient they will eat the substrate to try and get nutrients, now I don't know if you have ever taken a trip to the beach but sand clogs up very easily, and can cause fatal impaction to the gecko.
This is why we are so against it, why would you risk your geckos health over an appearance choice that might appeal to you.