Actually, a round shape is 1.18 times stronger than a square shape of the same size (in bending). But you can optimize a square (or rectangular) for the direction of force and make it stronger and/or lighter than the round.
From Roger himself on another board:
Round is best for forces from any direction and resists crushing better. Square works well when ou know the direction of force and can orient it to take the load face on. Also square tubing will not have sharp corners, the thicker the wall the more radius to the edge.
One thing that is unique about Rogers sliders is that they are designed to let the pinch weld support force on the sliders. Pinch welds are pretty strong and they can support a lot of weight when spread across a large area. The advantage is that they can be made relatively light.
Steve