I always take a full bottle home.... I have only ever had a problem at rental sites due to ridiculous health and safety laws.
The laws arent ridiculous, just the people who mis-interpret them and enforce them with gusto.
EDIT: And sorry, this is not meant as a pop towards anyone. As part of my electrical authorised person training, I have to teach Health & Safety law, and part of my agenda is to dispel a lot of myths and 'what my mate said' type stuff.
In summary their is the law, which at times can be a bit wooly, and then their is what people will do to stay on the right side of the law which sometimes can range from sensible to just damn right mental! If a site wishes to protect themselves by not filling walk-in bottles then that is up to them and they are in their right to do so. They are under no obligation otherwise are they?