For thin sheet, they of course can be formed. It wouldn't be absolutely easy, but I think a set of dies could be filed without too much trouble.
Higher quality guns had solid pipes that weren't formed from sheet, but either cast or forged to shaped. You could form a pipe out of thick material and then just file them to shape as well. I recall a gun I had where the ribs on the pipes were absolutely huge. They basically just used thick iron, wrapped it around a form and then brazed the joint. Interestingly enough there was enough meet just from the rolled tube to file a tab for the pin to go through. Note, these ribs didn't generally extend to areas that couldn't be seen.