Is the tubing bent lengthwise afterwards or is the cross section elliptical after the cut?
Brass work hardens very easily if the tools are dull. Indeed, the tubing is probably work hardened in manufacturing. The degree of work hardening does not make it all that much more difficult to cut, but the bad thing is that the piece is no longer homogenous in strain qualities. So if you remove a portion of the surface, the piece warps.
So it might be necessary to figure out a way to anneal the tubing before working on it.
Use very sharp tools when milling. Low rake angle or zero rake angle (straight flute) tools would be preferable if you can find them. If I have to work in thin brass, I will often touch up the drill flute to convert the rake angle to zero, or take an old endmill and grind a zero rake face at the end of the tool.
Try to avoid plunging through the surface in a drilling action, instead, cut through tangentially with the sharp corner of the tool.
First you get good, then you get fast. Then grouchiness sets in.
(Note: The opinions expressed in this post are my own and are not necessarily those of CNCzone and its management)