Releasing animals into the wild, even if originally wild-caught for whatever reason is not a good idea. Wildlife rehabilition societies are always good to contact for local specifics. The legalities are one thing, but some other things to consider:
1)The already mentioned spread of diseases from captivity is a major concern, as your kenyan sand boa is traced back to Africa for example. The north american wilderness is no place for an african virus. Of course your sand boa is happy and healthy. He has coevolved with african pathogens. North american herps have not. Just an example, but a valid one.
2)More disease issues. Pathogens can also be local in strain and mixing different locales of animals is another vector of disease transfer. Not a problem for the entire species population, but could possibly wipe out a local population.
3)Do snakes in your area hibernate? If so a hibernaculum would be needed and a snake new to the area would be lost and die when winter comes.
4)Numbers 2 and 3 can be avoided by replacing the snake exactly where you found it. Another thing to consider are the hidden changes to the environment. Is this area still habital by snakes? Is there still a valid food supply? Has someone begun spraying pesticides? What other changes could have happened?
This is all just what I know on the subject. I'm an animal health technologist, but NOT a wildlife rehabilitator or a biologist. There are probably many other reasons to keep your snake happy in captivity but if unsure, again, contact your local rehab. society.
