I generally would be the first to hit TSA over the head with a Large Mallet for their completely STOOPID policies.
However in this case, there is a good reason not to travel with compressed gas cylinders. The pressure at 8000' (I *think* that is cabin pressure) is much less vs. Sea level, and the gas would expand. That is not a huge factor, but if the cabin looses pressure, the plane maybe at 30,000 feet. I'm not going to do the math, but there is a possibility that a full tank *could* explode. Last I checked explosions on planes were a "BAD" thing!
When I travel with a pony, my bag is always opened by TSA with a note inside. I think this is primarily because I travel with a pony.