In that link to a similar air tank sold by Home Depot that the OP posted, there's the statement:

"Item cannot be shipped to the following state(s): AK,GU,HI,PR,VI"

...which I presume means Alaska, Guam, Hawaii, Puerto Rico and the US Virgin Islands.

I can't think of any safety related reason why they couldn't ship an empty steel tank to any of these places.

Would it simply be that Home Depot only has a license with the manufacturer to sell these tanks within the 48 contiguous states, and so shipping them outside of that geographic territory would encroach on some other retailer's license to sell that product?