Well, to be fair, most of us building our own CNC mills are hobbyists, not engineers. So, the closed rectangular tube is acting as a triangle, in a sense? What if the walls on the smaller set of two square tubes were thicker, say .25" in stead of my 2" x 6", which has 3/16" walls? The weight would be about the same, within a pound or two. I'm leaning toward the singular rectangular tube for sure. Although my hunch is that they would be similar in rigidity due to the fact that the linear rails would ensure that torsion would be applied to both rails evenly, no?
Thanks for the input magicniner!