Gearman1234
If you want to stress relieve to assure machine stability, shape stabilization, or to reduce premature fatigue then I suggest that you could use sub-harmonic stress relief on your 4140 tubes. The nice part about this process is that it does not change "hardness" at all nor does it cause treatment distortion.
A program that occurred a few years ago involved 4135 forged tubes about 7"OD, 6"ID x 72". Tolerances for the inside full cut bore was extremely tight. Before sub-harmonic stress relief was used the scrap rate was 65%. After sub-harmonic was used 0% scrap and remained at 0% for four years!
My suggestion - get your hardness where you need it, then apply sub-harmonic stress relief between rough and finish machining.
BTI Guy