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Yes, @rupsis is correct. All random points along the axes will lie inside the sphere. However, the cube diagonals will have not only that number of random points, but additional random points that were generated from the sphere to the unit corner — (√2)-1 more points, to be precise.

As a result, you get an image that looks like this:

See Generating random directions with uniform distribution
for a good article that covers this.

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@hollasch
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Answer selected by dimitry-ishenko
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