Its all very simple really The HSE is in place to prevent / reduce the chances of accidents and since it is the only UK recognized Safety standard then it is the only one insurance companies will go buy or any industry, and the reason for this is becuase this is the UK. the only diffrence between DOT and HSE is the way it is tested.
so unless it is tested to the UK HSE standard then you cant use its as simple that.
No matter where you are or what you are doing you have to abide by the countries rules and standards,
I bet if you went to India you could use an empty coke bottle and no one would batter an eye lid, (you may only get 20psi in before it blew but thats besides the point)
Let say your at a site using a HSE bottle and it ruptures and hurts someone.
you make a claim the insurance pays out everyones happyish.
same thing happens but your using a DOT bottle the insurance wont pay out, so what happens next?? simple again the site gets sued the person using the tank get sued it all gets really messy and the site goes bankrupt.
I know however that there is a grey area of visitors using there bottles over here, but that applies to a lot of things driving licenses, holiday visas, how long is a holiday??
To sum it up if your a UK resident you cannot use anything other then the UK standard.