Just buy a drysuit or 7mm Farmer John and dive the things all winter. Why waste good air?
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There is no damage but when you drain the cylinder rapidly condensation forms. This can flash rust steel cylinders.
A cooling cycle happens every time you dive cold water.
Think about it. If their is any moisture in the cylinder, its already had time to rust which can form with water vapor as well as liquid.
If the air is dry (as its supposed to be), there will not be any condensation inside the cylinder.
As for the outside, it gets wet all the time.
Im not saying that there is only one way to get moisture in a cylinder. I am just saying that it can happen by cracking the valve wide open. I have seen it myself.