Which Blue Box wheels? Later Blue Box cars came with metal wheels.
There are a few reasons why club are persistent on having metal wheels.
1. Metal wheels derail less. Metal wheels have tighter tolerances for roundness than plastic wheels. Plastic wheels are usually molded so there will be mold parting lines as well as the potential to not be fully round. They also can be damaged more easily. Metal wheels are heavier and more resilient so the flange won't ride up over the rail and derail as often. Metal wheels are machined, not molded.
2. Metal wheels don't deteriorate. The plastic used in plastic wheels varies depending on the manufacturer. Some wheels were made of the same cheap plastic used to mold the cars, while some are made of nylon. Athearn's newer plastic wheels were made of delrin/celcon (two names for the same material). Some of these materials deteriorated over time, more so if some sort of track cleaning fluid is used (such as rubbing alcohol). When these wheels deteriorate, they leave behind black crud on the tracks. Metal wheels can be many materials as well, but most metal wheels these days are at least either solid nickel-silver, or some other material such as brass with a nickel-silver plated exterior.
3. Metal wheels make that clickety-clack sound.