The BitBox02 hardware wallet makes it safe to use cryptocurrencies, even if you have a virus on your computer. As a general rule you should always trust the screen of the BitBox02 over anything else.
This is the reason it would be unsafe to generate and display receive addresses only in the BitBoxApp. A virus on your computer could simply change the address to a different one that does not belong to your wallet. All receiving addresses therefore need to be verified on the BitBox02 to make sure that they really belong to your wallet.
See Receiving transactions on the BitBox02 for more information about receiving cryptocurrency payments.