Sand in the tube isn't a myth at all, it was an actual practice long ago. You can actually bend tube and pipe w/o a bender, just sand, a jig, and of course enough leverage.
Yes I have tried it both w/sand and w/o, and the w/o sand the tube kinked horribly. When I started my flatbed I used sand, since that is how my Dad and I bent water pipe a long time ago, w/o a bender. Knowing that the HF bender wasn't a really meant for pipe, I figured I would use sand to start with. After seeing how well I could get a 90* bend w/sand and the HF bender, I figured I would try it w/o sand, and the results were horrible. I had about 7 large ripples across the inside of the 90* bend.
If you are using pipe you don't need the sand, but you do w/mild tube.
Also I have found w/the heavier walled tube you don't need to cap/weld the ends, I just a layer or two of duct tape over the ends and one layer around the each end.
I have a piece of exhaust tube I tried to bend w/o sand I will have to dig up and take a pic of. I will post a pic of it Monday, when I get back from snow wheeling/camping trip.