Sounds like a fun trip! Chances are they wouldn't have bothered you about the tank, but I would have probably removed it as well to avoid any potential hassles.
I installed a CO2 tank in the new truck this Spring and it has come in handy so many times airing the tires back up after offroading. Those that think a simple 12V compressor or even onboard air are a comparable option have never tried airing up 4 35" tires from 18 to 60 psi.
I do get some odd looks when I have the tailgate open and people can see inside:
