Right, it's actually pretty interesting.
2x2x24" solid, 500lbs applied force
Deflection: 0.0576000"
2x2x24" .24 wall
Deflection: 0.0842606"
2.25x2.25x24" .24 wall
Deflection: 0.0567138"
3x3x24 .125 wall
Deflection: 0.0387087"
Increase the 2x2 1/4" wall tube by 1/4" and you have less defection than the solid.
By 1" and you can halve the wall thickness and still be less than the solid.
Of course, that's not the only characteristic we'd be chasing, but interesting none the less.