Depending on where and when this picture was taken, it could be because the sand gets too hot otherwise.

I once got a burn on the bottom of my foot after one of my sandals broke on a south Florida beach. It was summer, and I was at least a half mile from where I entered the beach. I stuck to the shore for as long as I could, but eventually I had to walk back across these tiny, burning shards of dry sand with one bare foot. I do not recommend.