I should say that besides the cost (which admittedly isn’t huge, but adds up if you have a bunch of melodicas), getting a replacement stock of tube lets you use different diameters, cut it to your preferred length, maybe have a nicer looking/feeling option, better durability, etc. Or would in theory, anyway, if there were actually options to be found. 🙂
Air is certainly compressible in the simple sense — as the answers to that stack exchange question state, “The term “compressible flow” is rather misleading, but unfortunately, it is what the fluid-dynamics folks have chosen to use.” But yeah we’re agreed that the compressibility (either in terms of flow or compression in terms of density increase) isn’t particularly relevant to tube choice or melodica playing in general.
As far as I understand it, the argument about direct-vs-tube with melodicas has to do with the attack of the sound when a key is already depressed and you sound a note with your tongue. I can’t personally tell a difference in the scenario where pressure is increased and then a key is struck; since the air path is typically open to your lungs anyway, any difference in volume from the tube seems negligible.
I think looking at it as traveling sound waves down the tube is not the best perspective: the speed of sound being so great, that would happen in about a millisecond, and with reeds we’re talking about tonal attack on the order of 10’s of milliseconds. That is, we can probably visualize this as an overall change in pressure in the air in the tube (i.e. simplified to be “instantaneous”).
So in the case where the key is continually depressed and you are using your tongue to make discrete notes, the tube (due to both the air column and whatever stretchiness there is in the tube walls) is going to soften the edge of your pressure changes: it just takes more air from you to cause an equivalent change in pressure in the tube because the volume of air is larger (vs a mouthpiece). I always play with a tube but it seems clear that there is a slightly sharper attack when going through a mouthpiece. It’s a minor difference and doesn’t bother me too much. Others feel strongly about it. It also seems to apply to changes in pressure while a note is sounding (i.e. tremolo): these changes are more readily transferred to the reeds with a mouthpiece, where the tube softens them a little.