If you are using pipe you don't need the sand, but you do w/mild tube.
This is a pipe bender with pipe size dies. If you bend something besides pipe with a pipe die, expect it to not work correctly. Mine makes a nice bend with the sch 40 pipe that it was designed for without using sand.
I get what your saying about the sand, but don't blame the bender because you used the wrong size tubing.
Also thinner wall will kink easier. I have a JD2 bender with a 1.750 die , 5.5" radius and if I bend 1.750 .093 wall (exhaust tube) with it it will have ripples in the bend. Bends 1.75 .120 wall perfectly though.