Its standard practice for all UKPSF venues. Air Fills are not allowed off site.
Why? Couple of reasons really: first, to help put a stop to idiots running around the streets shooting stuff up with paint/lighting up their neighbours cat/generally causing a nuisance with a paintgun; second, to ensure the majority of paintballing activities are run at safe, controlled, insured, and competant sites.
It all helps to protect our industry and sport.
If you want Air Fills that badly, you can get them via hiring or purchasing a Dive Tank and a Fill Station to fit it. If you can't afford this, you're probably too young to be left responsible with HPA anyway.