as far as I'm aware, the only thing that changes with wall thickness is how easily the tubing will buckle. A rod will bend, but tubing will fold on itself.
This is why copper tubing for water comes in two thicknesses. If you need to bend it, you have to use the thicker tubing. The thin-walled stuff will collapse and kink. I once made a 5 foot tall menorah using copper tubing. Bending it was rather easy with a handheld tube bender.