A tube is more efficient than a solid in terms of strength to weight ratio. So, bicycles frames are made of hollow pipe to get the maximum strength while keeping the weight to a minimum.

Lightness is one reason but the main one is tubing for bikes is made by folding flat sheets of steel therefore there is a hole in the middle of it as you’d get in anything made in that manner eg a drinking straw.

Tubes will also give or maybe act as suspension so making the frame more comfortable to ride.

However, if you ignore the weight benefit of a tube, the solid steel is stronger of the same diameter.

In the early days of bicycle making the jointing of the flat steel sheet into a tube could be found by running a finger along it to find the seam. That is still true of cheap bike frames nowadays and in the UK where I’m from those cheap and heavy tubes were called “gas pipe tubing” as that is what most steel or iron tubes were used for.