Sirius Black and a few Death Eaters escape Azkaban and seem to operate after that with their wands intact.
If a mere expulsion from Hogwarts entails wand destruction (as happened with Hagrid), shouldn't an Azkaban sentence entail the same?
And even if we imagine that the perceived impossibility of escape from Azkaban made it seem unnecessary to destroy the wand, this would apply to Sirius but not to Death Eaters.
PS: Two comments suggested that the escapees acquired new wands. It would be nice to have a more definitive answer than just a suggestion or a list of possibilities. Thanks.
PPS: Returning the personal property to a released prisoner is one thing, but the wand is a different matter: this is usually the tool of the crime, and I don't see how it can be argued that it should be returned and not destroyed. Again, Hagrid had his wand destroyed and he was not even sentenced to Azkaban.
PPPS: Maybe wand destruction is only done for non-fully-qualified wizards?