The only question in my mind is whether the weld procedures and examination completed on the rolled "pipe" would meet all the stringent requirements relating to welding in the vessel code.
I suspect that for DSAW the answer is yes (thought for EFW I'm not so sure) but I haven't confirmed this and a check would need to be done before proceeding with this option.
Since the pipe will be made following the procedures outlined in the ASTM standard, you likely have little ability to influence the weld method. Having said all this, there is the issue that for use in an ASME vessel, you would need to assure that the starting material meet an SA (ASME) Standard as opposed to an A (ASTM) standard. For example, ASME SA671 as opposed to ASTM A671.