Depending on the deatils of the process used to make the square tubing, there may, indeed, be residual stresses that cause the part to warp when these stresses become unbalanced (like when you cut it in half). The only way to know for sure is to try it and see what happens. If it is an issue, you can anneal the tubing before you cut it by heating it up to a dull red and letting it cool. This is probably best done in a darkened room so you can see the color better. A propane torch should work for something like this. That said, you can probably melt it if you're not careful. After you've annealed it, it will be real soft and more difficult to machine than it was. As far as cutting goes, the suggestion above to support it with a stick down the middle is a good one. I still think I would try this approach before I tried to solder it up from pieces. That sounds like a headache. Good luck!!
