Difference between bleach and blonde box dye?

Box dyes normally deposit colour as well as lightening. I'm sure there's other stuff too though.

Even the lightest ones, like Platinum and Max blonde?  (taking the XXL ones as an example)

They are essentially the same thing, a peroxide product with a developer, as Janineb says blonde box dyes generally deposit a 'shade' of sorts, propensity for damage depends on a number of factors : Blonde dyes are pre portioned, and as such you won't be able to choose the volume of the developer, for example 6% (20 vol)   9%(30 vol)  12%(40 vol).
Different percentages mean different chemical strengths, it is highly unadvisable to use 12% on your roots or scalp.
Generally 9% is best as it is less damaging while providing significant lift, you will be better off with two widely spaced bleaches left on for half an hour at 9% than a 50 minute bleach with 12% for example.
If your hair is light you may even be able to get away with a bleach using 6%, this volume is also used most often with 'normal' dyes from hair supply shops, the colour coming in it's own tube which is then portioned out and activated with the developer. Like a box dye but from scratch if you will.

I believe that there are lower developer volumes available too, but I have not used these personally, and if you come across anything higher than 12% stay well away, as a teenager I foolishly used to bleach my hair with 18% developer! Thank goodness it is no longer widely available 🙂

Gentle processing has a lot to do with pre treating ex. coconut oiling (very important), and a lot to do with your hair and skin, as well as product strength.
There is a lot of love for Blonde XXL here, and I believe in the bleaching disasters thread one member recounts having a bad skin reaction to it. The same goes for Smart Colour, some people love it, but Pippa melted her hair with it.  Patch and strand tests are your friend 🙂

I prefer powder and developer myself, and I believe the best I have tried is Indola Rapid Blonde for gentle and good lift, I am not a fan of Jerome Russell (no real problems, just didn't work that well for me)  and I have posted in the review section about Schwartzkopf BlondMe giving me chemical burns (and I am a super careful bleacher) but I'm sure there are plenty of people out there who have used it with no problems. You may have to try a few things out before you find one that suits.

Both powder/developer and blonde box dyes can be made into gentler bleach baths with the aid of some water and shampoo, but aside from the variables mentioned above they do more or less the same thing.

Less damage comes from responsible product use, strand /patch tests, pre treating and decent time elapses between processes, e.g full bleach or box dye 1 month, bleach bath, 1 week.
Reconstructors and deep conditioners are crucial for happy healthy hair.

Even the lightest ones, like Platinum and Max blonde?  (taking the XXL ones as an example)

Ice blonde is used here quite a lot too, they are all very light with subtle differences from what I can tell, but it depends what you want to do with your hair after you lighten, if you are just lifting for the sake of putting a vegie dye on top, then you just need to get the shade you need (this varies from gingery for reds/darker pinks for example to white blonde if you want to do something light like pastels)
If you need to go very light, your hair should never be bleached past inside of banana pale yellow, this is light enough to tone it to the colour you need.

However if you are looking to go blonde, it will be worth paying attention to the type of finish the dye will give if you aren't planning on covering it with anything else.

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I'd say all box dyes add a little colour, because it's not easy to get a nice colour from bleaching alone. Even if it's something to tone.