Don't set Margin to zero, use as much as you can (to result with good looking sim). To simulate thick objects is always problem. Low margin value increase possibility of objects penetration (like that you see with your setup - they hook each other and rotate as crazy).
Anyway ... Margin didn't solve the issue here. Result was hysteric as in your case.
I had to start with defaults.
In this example - add Curve object, set Depth, Convert to Mesh, add Rigid Body / Active / Shape>Mesh / Margine 0.01, add Solidify modifier (Thickness 0.02) ... copy object few times and run sim.
What definitely helped here ... use tubes thickness as modifier not as real geometry.
Solidify modifier > Thickness 0.02
Note: Margin 0.01 is from some angle view visible so you can use also 0.001, but sim can became jumpy.
General rules for successful sim - Apply Scale, Origin to Geometry (it is not your case).
So the issue is caused by inner faces of a tube (when real geometry). That is weird for me since margin is low so there is not even a possibility collision margin crossing from inside tube through to outside (to create effect like switched Normal direction). So I don't have an explanation for that.
Increasing Solidify modifier Thickness to 0.06 and Apply Modifiers make the sim possible.
Solidify modifier > Thickness 0.06 ... Apply modifier (make real geometry)
Note: In a middle of anim it exploded because of collision penetration so I enabled Margin for floor object 0.04 that make it stabilised.