I agree with Gary.

Welding hardox to mild steel. No problem whatsoever. The welds and the mild steel will be the weak parts tough.

If the box section is protected or purely a "structure" to get the hardox in the right position, the wall thickness isn't the main thing, and only your skill in welding will decide the thickness.

Also, the bigger the section the stronger for the weight it is, even with a thin wall.