what size are your inserts? if you can't go full length with the sleeve, my .02 is that it wouldn't be worth it. especially with HREW, you wouldn't be adding much to it as far as structure.
but it depends on a lot of things, how long are your links, how low do they sit, etc etc. what kind of wheeling? for really long links, it might be worth it.
probably the only place where you are going to bend .250 wall is go-fast. thats where a lot of guys are running the double heat treat chromo, .188 wall. lighter and stronger than the .250 mild steel
then again, if you have the tube laying around, why not? the weight won't be much, for that size, the weight of the HREW is only 1.7lbs/foot. for a set of lower links thats like 6-8 pounds at most.