As Stingray Watersports and Coconut Bay was mentioned: It is fine to bring rental tanks from other locations when you shore dive there. The dive facility isn't owned by Stingray Watersports, but by the condo association (STRATA). Tanks and weights there are provided by Stingray Watersports but you aren't obliged to use them.
We have shore dived at Coconut Bay and we always use tanks provided by Stingray and they do a nice job and it is cheap (and the Hepp's sites are great dives!)
The difference between shore diving Bonaire and GC may be the way dive packages are structured. In GC, when you book boat and shore diving with the op at your resort or condo; it usually says that the shore diving is free on the house reef while you are boat diving with them.
On Bonaire you can buy unlimited shore diving packages and you may (or may not) add on some boat dives, or vice versa. The practice is that you get all your tanks from one place and travel around to different sites to shore dive. The shore dive packages are cheap but you do have the extra expense of car/truck rental and fuel that could be avoided at a resort with house reef shore diving on GC, although there are house reefs on Bonaire too - so you don't have to drive around if you really don't want to.
But I can understand how a person that is used to Bonaire and has bought a boat and shore dive package from a resort on GC could be confused by the limitation to the house reef - especially if they get winded out on the house reef - say at Cobalt Coast - but when shore diving is still available elsewhere on the island.
They might think "Well, I've already paid for shore diving with my dive package and I can't shore dive here, so why can't I take the tanks that I've already paid for to another site that hasn't been winded out?"
Instead of citing mysterious laws and vague regulations and making obscure references to things that are "not allowed", the GC resort dive op should just clearly state "that's not how the dive packages are structured here - the package price only includes shore diving for the house reef."
And when the house reef is unavailable perhaps they could enter a small credit on the diver's account ($50 maybe, or perhaps a discount on a future dive trip?) so that if he/she wants to go shore diving elsewhere, they won't feel like they are paying twice for the same option; and there won't be any private property issues if they are diving with the onsite op.
Once on Bonaire, we had windy rough weather and weren't able to fully use our shore and boat diving packages and the dive op gave each of us a 1-week credit that was good for a year. We didn't get back there within the year so we didn't use the credit; but we felt better knowing that it had been given. Just an idea.