As a Royal Mail group employee myself they are unfortunatly correct, compressed air bottles are classed as prohibited item even if the bottle is empty, it comes under the catogory of non-flammable compressed gas. Its the same as flying with one, something to do with the compression in the aircraft
He sent the bottle without a reg attached, therefore technically the bottle was an open container not a pressure vessel. There is no issue with compressed gas and no issue carrying it on a plane either.
As long as you sent the bottle with the correct postage and insurance then The Royal Mail are wrong and are just trying to get out of paying up for their negligence.
If the bottle had a reg on or was sealed in any way then yes, but it was not. If what you said was true no air bottles would be posted or couriered to its destination and I have lost count of how many I have special delivered over the years.