For a mass-produced product with constant prismatic cross-section, I wouldn't consider 3D-printing appropriate; you'd not be making use of any of the main benefits that it can offer (individually distinct, bespoke parts, arbitrary shape), and you'd still be stuck with the disadvantages (slow, anisotropic). If you want a plastic pipe with parallel wire-impregnated walls, the natural approach would probably be to extrude the plastic pipes through a die whilst feeding the wires through that die at the same speed.
Of course, if the purpose of using HDPE is to avoid corrosion, but you also want maximal thermal conduction, one might also consider whether simply switching to ordinary metal pipes with a thin anti-corrosion coating might be even more effective.