I live about 30seconds from a kinda-populated-but-seriosuly-long-so-it-doesn't-matter-beach and ride there almost everyday. I have ridden up sand dunes, (Basically hills made of sand. So very deep sand. Way over anyone s head. Way over the empire state buildings head, to get an idea of perspective.) And while the horses tend to sink a little (Perhaps 10cm in very loose sand) its not at all serious.
And yes, riding on the beach is incredibly fun. But I REALLY wanna ride up a big hill some time. I guess every wishes for what they don't have, right?