I sometimes go in with air in the BCD. I sometimes go in with no air in the BCD. It depends upon the situation. Sometimes one choice is best. Sometimes the other is best. It would be a mistake to make blanket statements that one is always better than the other.Enter the water with a full BC is best practice? Maybe that is being taught when you take scuba lessons, but it has way too many potential drawbacks, to do this in most situations.