I get some sand in my pool and I don't even have a sand filter. Mine comes from the mortar and rocks on the waterfall and down from the gaps around the skimmers when ants stir up sand under the pool deck.
If you think it's coming from your filter then it is either due to small sand particles getting through the laterals or a failure in the filter, cracked lateral or displaced lateral. Most pool sand has some particles that are a bit smaller and can get through the laterals. It usually improves with time. Rinsing after backwashing can help.