Bees will live in about anything, but if you’re going to eat the honey, it would be prudent to avoid chemically treated wood. Of course the old treated wood had some arsenic in it. The new stuff has compounds of copper as I understand it. The bees eventually get the inside of a hive so covered with propolis that it is weather proof. If you have the outside painted, then you have protection on the inside and the outside without having to resort to treated wood.
I don’t recall seeing much treated lumber in 1x form at the places I shop. Most of the treated stuff seems to be for the decking industry and about 5/4s thick. Yes, that would have a slightly better R value than standard 1x lumber, however it is also heavier. If you want more insulation in Michigan, I think foam is the way to go ;) It’s way more weather proof than wood too :)