Tampons are used a a quick fix only to get off the scene as fast as possible. Once the casualty is moved to a secondary scene you can then evaluate the wound and treat accordingly. I don't know about you but I want off scene as fast as possible to treat and stabilize the casualty. Tampons work well to plug the wound and more importantly they are sterile unlike a dirty sock. The cleaner you can keep the wound the more likely they are to survive and not develop a secondary infection. Of course none of these options will work for chest wounds. For that get a chest seal or you can use a thicker piece plastic and tape.
Not all tampons are sterile, and even though I'm in Clayton County I'm not too concerned about not getting to a hospital where antibiotics are available so I'm more concerned about a tampon not preventing blood loss or falling apart inside me than I am about my dirty sock giving me the funk.
If I was in a third world country without my kit then yes- I would use what is available.
I choose not to carry tampons or feminine pads in my first aid kit because I don't have a menstrual cycle, which is what they are designed for, not puncture wounds.