Codesandbox preview error when using React 19

🐛 bug report

Preflight Checklist

• I have read the Contributing Guidelines for this project.
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  adheres to.
• I have searched the issue tracker for an issue that matches the one I want
  to file, without success.

Description of the problem

After React 19 was released, we noticed that some of our demos (e.g. https://mui.com/x/react-data-grid/#pro-plan) show an error when opened in Codesandbox: https://codesandbox.io/p/sandbox/floral-http-hll4y8

When the preview is opened in a new tab, the error isn't shown: https://hll4y8.csb.app/

How has this issue affected you? What are you trying to accomplish?

We get bug reports about this in our repo: https://github.com/mui/mui-x/issues/15765

To Reproduce

Link to sandbox:

The error is only reproducible with React 19.

❌ With React 19: https://codesandbox.io/p/sandbox/elastic-forest-nhckjq
✅ With React 18: https://codesandbox.io/p/sandbox/rough-browser-xvhfll

It looks like the Codesandbox client patches the console.error function.
If I use console.log instead of console.error, the error is gone.
When I patched console.error myself, the error was gone too: https://codesandbox.io/p/sandbox/white-shadow-4hpjxn

Your Environment

Start with the linked CodeSandbox reproductions and compare the React 18 and React 19 cases, focusing on the embedded preview and the console.error behavior described in the report. The issue is resolved when the React 19 demos no longer show an error in the embedded CodeSandbox preview while preserving the working new-tab preview.