It's because the collision sprite doesn't relate to the box, placing it near it is not enough to relate them in events. There are ways you can do it but the most useful is probably by putting the collision sprite and box in a 'Container' (check manual).
When in a container, when you pick a collision sprite like when the player collides with it, when you also reference the box it will know which box to pick as they are in a container together. They are also created together so when you create the box, collision sprite will be created with it and they related. You can set the position of collision sprite using image point on the box. They are also destroyed together, destroying one will destroy them both.