All will set in time. The bond between tubes and wood will be achieved by all three, although the thinner the CA the less likely this is to be true.
Mess value - Ca glues most things you want to and everything you dont want to! Polyurethane should be used with gloves and if it gets on you is a nighmare to get off. Epoxy you can wipe off with industrial hand wipes.
CA gives you little or no time to twist the tubes and to ensure coverage and can catch you unawares and leave you with the tube half way in the blank. Polyurethane expands as it sets which makes it an excellent gap filler but it means that it can push the tubes out of the blank and therefore the tubes need to be restrained.
Because PU is messy and can move the tubes, and CA is not a good gap filler, I use epoxy, but try them all over time and see which you prefer. The other influential factor is the method you use of squaring off the blanks. If you use a pen mill then use what you like - I have had failures with CA because the bond is not as good as PU and epoxy. If you are using a sander ( i do) the dont use PU as the residue gums up the discs. Although Epoxy states that it is 5 min/15 min or 30 etc the stuff reaches full strength after 6 to 24 hours, this can affect the amount of times yuo need to change the sanding discs as it tends to gum up the discs if you try and use them very soon after gluing.
