The problem with using a standard head tube for fillet brazing with an outer diameter of 1 1/4 is that after the inside of the tube is reamed to fit a headset, there is not enough wall thickness left to properly support the headset and it can ovalize or crack when the bicycle is being ridden. This is especially true if the head tube became distorted during brazing and the round reamer takes a little bit more off of 2 sides. Reaming makes the head tube too thin on its ends. It should be obvious that a lug provides that additional support on the ends of head tube.
The solution if you still want to use the Columbus SL tube that came with your set is to silver braze a supporting ring at the top and bottom of the head tube after the main triangle has been brazed. The proper size of this ring to have the right slip fit over the head tube is 1 3/8 outer diameter with a wall thickness of .058. This tubing can be bought at Wicks or Aircraft Spruce online. Framebuilding suppliers used to have (and may still have) these rings available in a decretive design. This usually requires that the placement of the down and top tube move a bit more towards the center of the tube to make room for the ring.
The other solution is to buy a head tube with a larger outside diameter than 1 1/4 that has a wall thickness of 1.2 (Columbus) or 1.5mm (True Temper) thick. Dont make the mistake of buying a thicker tube than 1.0 and still have the same 1 1/4 outside diameter (OD). It isnt just about preventing distortion, it is about how much material the reamer removes for the headset so the ends would still be too thin.