Nothing wrong with the screws as to intended purpose.
link page As was stated before the wings serve as cutters to make a hole for the screw through the wood.
Hammer drills are designed to make drilling concrete and masonry easier. The impact breaks up the sand, stone that is cemented together.
ArticleCommon carbide bits that we buy at the hardware store or home improvement center are usually the type that are meant to drill masonry / concrete.
Link to sample of bit Those use carbide that is actually quite dull; the edges not sharp. Carbide is used for it hardness. There
are carbide bits that are designed to drill metal, mostly meant for hardened steel. But where I live you don't find them at home centers. Some of them look the same as a standard high speed steel bit, others are different. Tube steel like you have is not likely to be hardened so should not need a carbide bit for steel.
Bits that are meant for drilling steel have a sharp cutting edge, 118 degrees for a wood design and 135 for metal, though they can be interchanged. They work by slicing into the steel / metal as the bit rotates. It is a pure cutting or slicing action. If used in a hammer drill the hammering would dull or chip that edge the same as taking a chisel and smashing it into steel. The sharp edge of the tip should rotate smoothly and cut into the steel removing a spiral of metal, or at least smaller chips. The tips of the self drilling screws work the same way. Self drilling screws are designed to drill a hole one time unlike a drill bit. Using hammer action drilling with one of them probably flattens the cutting edge within a couple of blows.
You also mentioned an impact driver; not the same thing as a hammer drill. Whereas a hammer drill actually pounds the bit forward into the material being drilled at the same time the bit is rotated, an impact driver applies the impacts to the bit in a rotary motion. No forward hammering. Impact drivers are great at driving long wood screws. I must admit I've never used mine to drive a self drilling screw. It should work as the motion is all rotary. The danger might be in overdriving and compressing / tearing the wood unless the driver has a clutch.