Hi Robert,
You can actually make a 'curved member', as in the round tubes in the images below, but they are made up of straights of course, hence you still see segments. I have made them obvious by setting these round tubes to a mirror surface. They were made to simulate those round flourescent tube lights. When they are set to 'emmissive' for the light, the segments do not show.
All I did was use the Layout circle, then use the straight line tool and follow the circle around CLOCKWISE. The line will attached to the circle, so it is easy to get the round shape. When you finally join up, zoom in and select the original circle (or curve) used as a guide and delete it. You now have a 'flat edged' circle that will 'convert to members'. When you choose the profile make sure the 'Mitre if Possible' check boxes on the Details tab are ticked, so it will join the segments together. If you draw the curve in an ANTICLOCKWISE direction the mitres will NOT work and you will end up with separate broken segments.
Of course, whether this is practical to do plumbing is another question, but if you were not tot worried about the curves being ultra smooth you could probably do it without using a curve as a guide. The other option would be to make a selection of curved sections and slot them in between straights. They result in a high polygon count too of course.