It is not possible now, that has been confirmed. It is also not possible to have more than one sandbox per tenant.

But if we develop customer specific extensions, we need to develop and test them at our end before delivering them into customers Sandbox. It could be ideal to have one business central tenant per customer. Then we could sign in into one Office tenant and have all our customer "instances" in there. Please consider that we want to have our own development and not to do that in customer’s sandbox.