The reality is almost certainly far simpler. PHP started as a suite of tools for writing CGI pages [1], which have the same property mentioned. As with many things, that early design choice has followed through and led to continuing to execute PHP in similar ways as CGI did way back then.
You can write a server that will handle multiple requests in PHP, for example, using ReactPHP.
By the way, I don't like how they implemented promises and asynchronous file streams: they copied them from Node.JS and didn't implement proper error reporting (which Node did't have at the time too if I remember correctly). For example, if there is a promise that was rejected and the rejection is not handled, there will be no exception thrown. So the developer won't even know about an error, even if it is a syntax error. That's how poorly Javascript promises were designed. Now this is fixed in JS and unhandled rejection will produce a warning in the console but there are many other bad things about them.
It's funny you got downvoted for this (at the time I'm writing this), considering (based on your comment history) you're likely Rasmus Lerdorf, creator of PHP.
It's a perfectly valid and normal reaction. Regular viewer has no reason to suspect that this is anyone special speaking. That comment was indistinguishable from a random thought of a random person, so it was entirely reasonable to request a citation. "That's me, Rasmus" would be enough of a citation of course.
Indeed! That's what I was implying with "based on your comment history".
It required me being curious about why a random commenter would make such an authoritative (but not backed up) statement, remembering PHP's creator's name and making the connection that their username may be related to it, then reading his Wikipedia page and digging through his comment history to find a couple from 2015 (about UWaterloo) and then 2013 (about his age!) as supporting evidence!
I'd hesitate to say PHP has a "perfect sandbox". I certainly wouldn't run a script like `eval($_GET["foo"])`.
The only "perfect sandbox" I can think of for CGI programming is something like Unlambda (pure functional, except for monotonic reading of input and writing of output)
I do not think PHP had design decisions until ... much, much later than day one. I would cautiously say even PHP 4 is more than a bit haphazard and PHP 5.0 I definitely remember as an alpha quality release, 5.1 as beta and 5.2 as stable. Design, I think, started to appear with the later stalled PHP 6 attempt and so mainline 5.3. The first one I remember that can be called a conscious design decision was deferring $this support in closures to 5.4. Correlating with my memories is the first release to appear under the "Implemented" headline on https://wiki.php.net/rfc is 5.3 indeed.
The reality is almost certainly far simpler. PHP started as a suite of tools for writing CGI pages [1], which have the same property mentioned. As with many things, that early design choice has followed through and led to continuing to execute PHP in similar ways as CGI did way back then.
[1] http://php.net/manual/en/history.php.php