why we use steel tube in heat exchanger maufacturing instead of steel pipe?
because heat exchanging will be more by using more surface.
Flexibility, I don't really know.
No brainer. Stainless steel. All modern boilers are 'A' rated whatever heat exchanger is fitted. Stainless is much more durable than copper or aluminium alloy so will outlast the other materials.
With tubing you can get more tubes and surface area in the same space. They cost less per square foot. They weight less per square foot. They can be mechanically rolled into the tube sheet rather than having to be welded. The fact that they are thin does not really aid the heat transfer between the two fluids. If you look at the make up of the overall heat transfer coefficient, you will find that fouling and external factors such as velocity of the fluids, boiling etc have the most impact on heat transfer. There are in fact a class of heat exchangers that are made from pipe. They are sometimes called double pipe exchangers or hair pin exchangers. Brown Fintube is an example of a manufacturer of these type of exchangers.
The heat passes through the tube easier vs. a pipe. Copper is the best by far in most cases. I said most!