How do I made this screw tube not have an invisible wall? So I basically want this ball to run down the ramp, into the tube and out.
But for some reason, the screw tube creates this invisible wall that prevents the ball from going in. The screw tube has Rigid body (passive), and it's shape is Mesh - Deform.
The reason your simulation isn't working as expected is because the tube has a screw modifier on it that hasn't been applied. 

Apply the modifier to make the geometry real, and it will work just fine. You also should apply tranforms with Ctrl+A rotation and scale (in object mode) on  all objects involved in the simulation. Otherwise the simulation can become unstable and have unexpected results.