I'm no expert either! But the moment of inertia, I, of a tube is 0.5*pi*(R^4-r^4), where R is outer radius and r is inner radius. From that you can easily see that the further out the mass is distributed the higher I gets. In a tube all the mass is far out...
I'm not sure without working it out properly - what diameter solid ballscrew would be equivalent to what diameter tube, that's the question.