I actually don't think it matters for full-on impalement injuries.
A bar end plug would protect against the bar punching a core out of what it hits, but that's generally not what happens during impalement type injuries. Usually, a tube/pipe about bar diameter will punch through muscle just as if it was a solid rod.
End plugs will lessen the damage if you hit somewhere where its basically skin-over-bone. Kneecaps, chest bone, skull, that kind of thing. May also protect some against a grazing type impact.

Anyhow, end plugs won't aggravate an injury, which makes using them better than not.