OK, here's what probably happened. The Fedex person probably found CFR49 § 173.29 Empty packagings (the Fedex hazmat handbook mostly repeats verbatim the CFR) and read you this:
"(a)Except as otherwise provided in this section, an empty packaging
containing only the residue of a hazardous material shall be offered for
transportation and transported in the same manner as when it previously
contained a greater quantity of that hazardous material."
But neglected to read the list of exceptions that follows:
"(2) The packaging—
(ii) Is sufficiently cleaned of residue and purged of vapors to remove any potential
hazard;
(iii) Is refilled with a material which is not hazardous to such an extent that any
residue remaining in the packaging no longer poses a hazard; or
(iv) Contains only the residue of—
(A) An ORM-D material; or
(B) A Division 2.2 non-flammable gas, other than ammonia, anhydrous, and with
no subsidiary hazard, at an absolute pressure less than 280 kPa (40.6 psia); at
20 °C (68 °F)"
Air and oxygen are both Division 2.2 gasses. so either (ii) or (iv)(B) would cover empty scuba tanks.
I did not make the rule. I did watch the FedEx guy read directly from their book though. He looked it up, and read it out (because he did not know the answer to the question.)