I have found on many occasions that I need more bits than anyone told me in the beginning of my pen turning days.
I cannot fully explain and would not want to have to !
Drill bits specified for kits are an approximation and don't work ideally for all blank materials. . The reason for this statement is that I like to make my holes only just big enough for a smooth sliding fit over the brass tubes. . Sometimes I prefer a snug fit. . In other cases, depending on the kit, I like "snug" to mean "tight" so that I can get away with very little glue (ends only), or even no glue as appropriate for the particular case at hand.
I have never regretted purchasing complete sets of high quality bits in fractional, number, letter and metric sizes. . All mine are jobber lengths. . I drill on the lathe. .
Sometimes I drill more than once, if enlargement is deemed necessary.
I also use adjustable reamers to get a hole size that is not quite matched by any drill that I have.