I've used copper tube to carry audio signals around. We wanted a speaker in the bathroom at my friend's house, and as the heating pipes running into there were in plastic fitting at each end we just used them to carry the audio. They should have been grounded, now I think about it.
The other posts are correct about the effective cross sectional area. I suspect you may get less EM radiation from an AC line if it's made of tubes, too. Could be wrong there, though. Wave guide theory suggests the E-field should be mainly contained within the tube, but that may not be the case as the frequency is so low.