Let $(x_\alpha)_{\alpha\in \Lambda}$ a net in the topological space $X = \prod_{i\in I}X_i$.
Is it true that $x_\alpha \rightarrow x$ iff $p_i(x_\alpha) \rightarrow p_i(x)$ for every $i \in I$ with the product topology and box topology?
I think this is true for the product topology, but not for the box topology.
First case:
An open set $U$ of $X$, is $U=\prod_{i\in I} U_i$, where only for finite $i\in I$, $U_i \neq X_i$, so if I take an open set $U_j$ for a $j \in I$, such that $p_j(x) \in U_j$ then $x \in U$ with $U = \prod_{i \in I}U_i$ with $U_i=X_i$ if $i \neq j$, which is open. Since $x_\alpha \rightarrow x$, then it exists $\alpha_0\in \Lambda$ such that $x_\alpha \in U$ for every $\alpha > \alpha_0$. In particular, for every $\alpha > \alpha_0$, $p_j(x_\alpha) \in U_i$ so $p_j(x_\alpha) \rightarrow p_j(x)$.
Likewise, if $p_j(x_\alpha) \rightarrow p_j(x)$ for every $j \in I$, given an open set $U \subset X$, $U=\prod_{i\in I} U_i$, where only for finite $i\in I$, $U_i \neq X_i$ such that $x\in U$. Let's say that this final set is $A=\{i\in I/ U_i\neq X_i\}$. So, for every $i\in A$, exists $\alpha_i \in \Lambda$ such that $\alpha > \alpha_i \Rightarrow p_i(x_\alpha) \in U$. So if I take $\alpha_0= \max(\alpha_i)$, it's clear that $x_\alpha \in U$ for every $\alpha > \alpha_0$.
Second case:
I think the first part is pretty much the same (and I think it's also a good argument to say that this holds true since the projections are continuous), but in the second case I can't take maximum since there might be infinite $\alpha_i$, but I can't build a counter example.
I think I got it. Actually, with a sucesion. Using $X_i=\mathbb{R}$ for every $i \in I$, I define $\{x_n\}_{n \in \mathbb{N}}\subset X$ as follows:
$$ (x_n)_i = \begin{cases} 1/n \text{, if } n \leq i\\ 1 \text{, otherwise}\\ \end{cases} $$
So, clearly the projections of this net goes to $0_{X_i}$, but the original net never is close to $0_X$