Glad to see a fellow MRQ and Judges Guild enthusiast. I agree with you completely, I've been running RQII games and now MRQ games in the Wilderlands for over 20 years and the players seem to thoroughly enjoy the setting and game system. I don't have the boxed set but I've been using my old Wilderland maps, including the two City States and Wraith Overlord, along with the "Guide to the Wilderlands" or whatever it is called that Judges Guild put out a few years back.
The only downside I've noticed is that most RQ supplements have been Glorantha related and they didn't translate well to Wilderlands so there is more work making or converting adventures. For example, just as a personal preference, I use more traditional models for my elves and dwarves rather than Aldryami and Mostali, although I kept Gloranthan trolls the way they are.
I hope your players like it as much as mine do.