Well it depends on the steel.
A tube distributes the matter where the work needs to be done:
Tension and compression...this happens on the outside of the section...the stuff on the inside doesn't do much.
A solid section keeps the two bits apart..and prevents buckling.
That is why there are I beams ...in building terms the thicker flanges take the loads and the thinner web keeps the flanges apart...look at the front radius arms. They only have to work up and down
The rears have to work 360 degrees so solid is best.?
