I wouldn't be worried about the tanks either. They are made incredibly strong. I don't remember where, but I've heard that it takes more than a .45 hand gun to pierce them.
As far as air goes, I've heard its just not an efficient energy storage medium. I've never seen numbers on it though. Electricity is definitly more readily avaliable. Also, most packs can be setup to be able to have a ~15 minute quick charge to regain 80% or so capacity, so overall range really isn't a huge issue.
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