The total thermal resisitivity is the sum of all single resisitivities in series. If one resisitivity is much higher than all the others it becomes the crucial one and a decrease of the other resistivities has almost no improving effect. Based on your problem, I'd say the thermal resistivity between the hot air and the inside of the tube is lower as their is there is higher relative speed due to the forced circulation (higher Re → higher Nu → higher heat transfer coefficient). So the decisive thermal resisitivity can be found at the heat transfer between the pipe and the atmosphere, therefore this one should be decreased by mounting fins. Of course this is only the interpretation of your question, there are many more factors which are influencing the problem, like the temperature differences and if there is a forced convection at the outside (e.g. if the pipe is part of a vehicle which is moving relative to the air surrounding it), etc.