Ha, your avatar is especially appropriate at the moment.
Sandboxing will add a little extra friction to some specific tasks, but for most normal usage it won’t be something that comes up. It’s mainly a problem if you link research material in instead of fully importing it, and a few other minor issues of that nature. Basically you just have to give it permission to read files from your user folder. That is done transparently when you use a load or save action. It’s only the automatic stuff that requires more setup. The main strike against sandboxing is that it is still kind of buggy, as a framework. There is a rare, to be stressed, but greater degree of unsolvable issues with the MAS version, which I suspect is because of that, because most everything else should be identical.
With update speeds, I’d say the difference is acceptable, depending on your personality. There is definitely a lag behind the direct-sale version. Right now for instance, 2.4 is out but it is still in review in the MAS so everyone that bought it that way is waiting for the update to be approved. But that’s only a concern a few weeks every several months, so in the grand scheme of things it isn’t a huge issue either. Additionally if you are really hankering to try the newer direct-sale version, it has been coded to recognised a MAS receipt and unlock itself from demo mode. That doesn’t come without some caveats (since neither can access the other’s preferences and backup folder) so those who prefer that tend to just migrate permanently to the direct sale version.
Potential future concerns: well, they are there. Applications did not always need to be sandboxed, and for a while it looked like features would have to be cut, but some clever workarounds solved that. Who’s to say if that will always be the case. When you buy from a vendor that has absolute authority over what the software it sells can do, there is always a risk that bureaucracy can end up diminishing the version of the software you bought.
There is no form of discount or sale pricing through the MAS. If you want to get the discounted educational pricing you’ll need to purchase directly.
Alas there isn’t a way to do that. The available preferences are so different that attempting to share a format would be more trouble than it is worth. The same will go for any compile settings you’ve made in your projects. So if you’ve done a lot of customisation there, make sure to screenshot or write down your settings.
Yes, that is true. But whatever works best for you is what we really want, not a few extra dollars. 
Welcome to the Mac side of things!