The HUD only has a canvas.
So the widget you’re showing is added directly to another widget’s canvas, right?. In this case, you do not really need a size box (but you can keep it if you so wish). It’s that canvas that controls the size in this setup:
In the above case, you do not need a size box.
If you want the Size Box to control the size, you can choose to ignore the canvas’s request by ticking Size To Content instead. This will force the canvas to respects this child’s desired size request.