Technically they are, but to my ears it always sounds weird to hear them referred to as such. To me a Sandwich is a very general term applied to a Sliced Bread concoction with a wide variety of ingredients in the middle. A Hamburger uses a specific type of Bread Bun, always contains some type of Meat or Meat Substitute Patty, and various other ingredients.
I think the main reason it sounds weird to me is that it is redundant. Kinda like saying "Trouser Pants" or "Tuna Fish", Trousers are Pants and Tuna is Fish. There's no need to say more.