The list of supplies that were purchased for the early golf courses, is interesting:
Manure - by the box car load
Grass seed
Dynamite - for blowing up tree stumps
Oats, straw, and hay - for the horses
Lime - for sweetening the soil
Clay tiles
Stone
And sand.
Sand was already being used as an important ingredient for making concrete, and its supply was readily available. Most of the haulage firms that moved materials for road and building construction were already quarrying and hauling sand virtually everywhere.
So I guess it was not too much of a stretch to incorporate sand as a material for golf course development. Even Dunn was laying it in the trenches of steeple chase bunkers.
From the very begining sand was associated with what is a golf course, and while it may have been a foreign material to nearly every site where golf courses were being built, it was not a foreign material to people in the construction and architecture community.