I do not know why would leaving it empty cause any damage to the o ring really. I am sure very few actually know how a basic component as an o ring functions/seals, it works differently to what you have thought really.
I work in the service industry with systems under vacuum daily. Deformation is the life and function of the o rings, they deform in the groove that is actually how they seal!
over time they all fail sooner or later, no matter if you leave it empty or full. Maybe you have some poorly designed gun on your mind when they got the material, groove size and seal size wrong...
I think it is more critical not to mechanically damage them by turning while under pressure, for example if you mess with the bottle. Or mess with the regulator adjuster. You should fully depressurize a gun before you start turning any components what have contact with seals.
replacing an o ring should be trivial as it is like a consumable, when you think about it: i would consider ease of access and serviceability more important than the looks!
for those who want to learn how o rings work just take a picture on this site
http://www.applerubber.com/hot-topics-for-engineers/how-an-o-ring-works/ P.S thanks for the - es, i just cant stand when people post BS