In that video the cylinder and/or regulator/valve is damaged and breaks away.
Take care of your cylinder, make sure the regulator is correctly fitted and does not unscrew from the cylinder.
CO2 cylinders have had issues with the valve unscrewing from the cylinder when it has been tight into the markers ASA, this causes the cylinder to fly off.
Air cylinders have a groove in the regulator threads so that if it does unscrew the groove releases air pressure before it gets so loose as to cause a fast loss of pressure which prevents the risk of the cylinder turning into a rocket. The regulator should be fitted in accordance with the manufacturers instructions so should not unscrew, and when under pressure the air pressure should prevent you from being able to unscrew. If you manage it the safety features will step in.
A real risk to HPA cylinders is oil contamination at the fill nipple. Couple this with a fast fill and the cylinder turns into a diesel engine and explodes.
Don't add anyting to the fill nipple.
Fill stations should be regulated to limit the rate at which it fills, but the user should also limit the rate that they fill. If filling from empty or it is filling rapidly then stop and pause during the fill.
When filling make sure you are familiar with your cylinder, the fill system in use and the pressures available.
If 4500psi fills are available then 3000psi fills will also be available. Make sure you use the correct fill station for your cylinder.
It does not matter if you fill a 4500psi cylinder at a 3000psi fill station (you just get less of a fill)
It does matter if you fill a 3000psi cylinder at a 4500psi fill station. You might think its OK and you will stop before you exceed the fill pressure. Do this and one day you will be the one blowing a burst disk
The document below gives the UKPSF HPA1 information on the first 2 pages and fill instructions in the rest. (Based on a specific sites fill stations)
http://www.oaklandsfestival.host56.com/web_documents/air information.pdf