Is it common for an air rifle to ship with air in it from a company?

I think they ship with air to ensure the o-rings maintain their seals.

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Maybe smaller quantities? A box or two? But shipping a fully loaded skid to a regional dealer? That may be freight regulated.

I know no air-mailing batteries already for couple years since the Samsung cellphone battery exploded mid flight over the ocean .

Have you seen recently the container boat got on fire in route from EU to America, the containers full with Porshe's.

OK, OK, what can cut on fire with airguns? Can exploded if the the full air tank gets somehow exposed to high heat...
 
You cannot ship a tank with pressure in it via plane. If you try to fly with any type of tank, it must have the valve removed. The pressure changes can cause a tank to be a bomb. If they are coming from overseas they are most likely traveling by boat which is no big deal.

Well, every airgun that comes to the islands comes by plane, ...again every single airgun I got came filled, and obviously by plane ;) ;)
 
Change in ambient pressure does not affect a pressurized vessel. They aren’t allowed on aircraft just because of a safety factor. If heated by an onboard fire and the burst disk doesn’t rupture, then you have a problem. 

If a cylinder is less than full, say 500 psi, and in a fire, the internal pressure will never reach the psi to blow the burst disk, at some point the aluminum looses its strength and it blows up catastrophically. I’ve seen it with scuba tanks that were in a boat fire, not pretty.