Definitely not. I don't know what brand of sauce &/or clams you purchased, but I use canned clams all the time in all sorts of dishes & have never encountered any sand or grit ever during years of use.
I don't know where your roommate got that information, but fresh clams, if they have any sand at all, will have more than processed clams, which go through a more rigorous cleansing process than anything you could possibly put fresh clams through at home.
In addition, it really comes down to where/how the clams were harvested. Your canned clams are most frequently chopped sea clams (aka surf clams), which generally aren't harvested from the muddier/sandier conditions that fresh local hard & soft-shell clams do.
Take this from someone who spent the better part of her lifetime harvesting her own clams - both hardshell & softshell.