Sorry, for some reason I was thinking you were Canadian.
In theory, and after it's made, a thicker box would be superior in every way but weight and compatibility with commercially produced accessories. Lids and bases made for the poly hives may even fit them well enough. I've never seen, much less measured a "poly" hive, though..
It's a question of how much of an advantage they give versus the trouble of building and the other negatives. Also, imo, all of the advantages of a thick box could be had without the weight and less hassle.... but what is easier for me, might not be for you and vice-versa. Personally, I don't see enough of an advantage to be worth it, but you may.
Southern yellow pine is about 3.27 pounds per rough board foot (144 cubic inches) .... or 2.45 pounds per square foot for planed 1X lumber, 4.9 pounds for 2X lumber. I don't know the dimensions of an 8 frame, but it's simple math from there. The heavy box will end up about twice the weight plus a half pound or so.
Bald cypress, western cedar, and the white pines range between 2.65 to 2.8 per rough board foot. Generally speaking, the lighter the wood, the higher the r value, but imo, it's still negligible for most practical purposes.
Personally I built 1 deep 10 frame out of cypress and one out of white pine, but that was mostly because I already had it. I built shallows out of yellow pine for the same reason, Frames mostly out of spruce, same reason.
A little off subject for this thread, but do you have a table saw? Wondering how you planned to cut the rabbet to support the frames ... if you do have one, you have a way to shave down the too-tall box you mentioned on another thread. If you have a router, you can clamp a board to the side of the box to serve as a fence to trim off however much or little you want, one side at a time.
edited to change router suggestion to an easier method than building an attachment.