Are there any companies that make steel tri bikes? And any that have aero, as opposed to round, tubes?
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Haverty Cycles. http://www.havertycycle.com/trial.php
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They don’t.
Nope, at least not as the used to make road bikes 
You can still find great 853 road frames for ~$2-300.
A value like that you will not find among tri-bikes:
gimmicks rule!
CheapTri
The serotta CXII should be an excellent steel bike although it isn’t amazingly aero. Either way you might want to check it out as Serotta makes great bikes albeit quite expensive.
Most custom steel builders will make you a frame in tri geometry, take a look at the following
www.strongframes.com
www.waterfordbikes.com
www.serotta.com
as well as many others.
Don’t think they use real aero tubes but serotta claims the CXII is areo. The coulmbus fuco tube set has a 30x66 tube you and use which might be aeroish.
Andrew
Hasn’t wind tunnel testing shown that the tube shape has little impact ?
I’ll tell you, I’ve been so pleased with my all steel, fully lugged Rivendell that I’ve been contemplating asking them if they would make me a tri bike. It’s funny though as aero/tri geometry is seemingly 180 degrees from all thier biking lifestyle stances. They may simply nudge/steer me in another direction.
“Rivendell… They may simply nudge/steer me in another direction.”
Yeah, that would be like asking Richard Sachs to make you a custom tri bike. I’m sure he could, but not likely he would. But what a thought.
The crew at Rivendell and Richard Sachs are long standing collaborators and might all have a chuckle at my folly…