Would the atoms going into the tubes be slowed down?
Yes. If you could have a perfect insulator, the molecules would lose energy as they climb against the gradient. However the interior of the tube has a temperature and it will be practically impossible for a single molecule not to exchange thermal energy with such a more massive object.
If applicable, would that mean that the thermal energy inside the box (and tubes) would be reduced and where would this energy go?
If you had some perfectly elastic balls bouncing in a box, you could make some shelves at the top. The balls would be going slower when they bounced up there. Balls in the shelf (although still bouncing) would be going slower. The KE of balls is lower. In the molecular case the same thing happens, which means the temperature would be lower.
The energy in both cases goes into the gravitational potential energy of the system. You have molecules further from earth and it took some energy to put them there.
In practice, this small amount of energy would be swamped by interacting with the thermal energy of the container unless you had some sort of very special container.