Hi Razor-Edge
I cant say I have ever seen tubing that looks like that in a store, but I dont think it should be too difficult to produce, either by turning down thick wall tubing in a lathe or by pressing a piece of thin tubing into a piece of thicker tubing. ie: press a piece of 6mm tubing, into a piece of 8mm tubing with 1mm wall thickness (ie: the inside diameter of the larger tube is 6mm).
I used a similar concept to make the small wheels for my grinder (much longer but the same concept) - I pressed 6mm dia stainless rod through 8mm dia (1mm wall thickness) stainless tubing until the stainless tubing was centered on the rod. I used my bench vice to press the rod through the tubing. It should be possible to do the same to make the "lanyard tubes" you want.