Because compressing air doesn’t remove moisture. The air is heated, allowing it to carry more moisture. Once cooled it condenses into liquid form. The volume of moisture is retained, but compressed into a much smaller space.
There is no way around that...
Close, but not quite - plus calling it "moisture" is kind of confusing in itself, as we really need to differentiate it into the two phases we deal with here: gaseous or liquid.
First, lets accept two basic facts of the physics:
1) We draw air into the compressor, and if we are doing it with any degree of care, that air will contain no liquid water, but a variable amount of water as vapor, evaporated into the ambient air.
2) The the air that is drawn in for compression will carry enough water vapor in it such that when we are done compressing the air into whatever reservoir we are using (gun or tank), and that air charge temperature has returned to ambient, the final compressed air charge will not be able to "hold" the same amount of water molecules as vapor as before compression, and the rest of the the water molecules (most of them, in fact) will have condensed out to liquid water.
(Note: if you can't accept those two conditions, re-read them, think about it more, and if you still can't then do some meaningful research)
The real question becomes one of "where is the liquid water?"
Since the compression is not adiabatic and occurs in multiple stages with heat losses between them, the air charge won't be able to even carry all the water as a vapor out through compression - some will condense inside the compressor. That is good news for us as it is less to deal with afterwards. We just vent it out - and thus there absolutely be less "moisture" in the air after compression than before, as not all of it will get all the way through the compressor.
In fact, the more we can get to condense out before it gets to the reservoir the better. If we could get the air charge back to ambient before the reservoir (or even better, below ambient) then our "water problem" would likely be solved for us without any "filter" in the path. Unfortunately that is not going to happen unless we go back to a hand pump (or something equally as slow). BTW,
@Normkel this is really the missing link you are looking for - air charge temperature.
I won't go much further with this, as the rest of the story was already written in the earlier posts #34 and #35. But air charge temperature is the key to all of this - it defines how much water vapor is still in the air, as that air is at 100% humidity from compression onward. Bottom line- trap the liquid water you can, and then pass the air charge through a desiccants and you will know you have no issues. Otherwise take your chances. If you are using a slower pump doing short direct fills (so the pump can't heat up much), you likely will have no issues - as long as the tank does not end up being in a temperature below the ambient levels we compressed at, there will likely be no condensation. If the pump is faster (thus must result in a higher temperature air charge) and are filling larger reservoirs like tanks (thus hits an equilibrium temperature well above ambient), you will face a bigger issue.