Well, just a quick check, USPS Priority Mail may use air transportation. Especially when you live in Boston and you are sending something to LA. I can't say that everyone out there removes their regs to be shipped, but I can agree that tanks do need to be empty. If anything, I looked a little bit, not alot mind you, and found nothing stating that the tanks need to not only be empty as well as they can't have anything like a valve or regulator on them for shipping. If anything I found this which states the opposite:
Preparing for Shipment
Before returning, check your cylinders for the following:
Be sure CGA outlet dust caps (if supplied) are in place before securely screwing valve caps onto top of cylinders. Please note that all cylinder caps are not interchangeable. You are responsible for the care and condition of refillable and returnable cylinders while at your facility, as well as damage to the cylinders themselves, cylinder caps and fittings that occur while in your care.
All labeling or markings on the cylinders must be legible. The shoulder labels on the cylinder provided by Air Liquide should NOT be removed from the cylinder as they identify the cylinder gas contents.
All cylinders should be returned with at least 50 psig (3 bar) positive pressure to avoid contamination of the cylinder. Ensure the valve is closed during shipping.
It is important to treat empty cylinders the same as you would if they were full and use all precautionary measures practiced when handling full cylinders.
If anything, this goes against the idea of shipping a cylinder empty. The only thing that I can find to support the idea of removing the valve or regulator is if you are flying in a commercial transport plane, like with Delta or United, and TSA specifically requires that any air tanks need to not only be empty, but the valve or regulator must be removed. Not so much because they may blow up, but to insure that they aren't packed with an explosive.
Further, per your comment about planes and not being pressurized (For cargo transports, not people transports), and the temperature, how much pressure is the ocean putting on a person who dives down 100 feet compared to the pressure from flying at 5,000 feet? The ocean exerts 1 atmosphere of pressure per 10 feet. So that means that at 100 feet, the scuba tank would have 10 atmospheres of pressure on it, or about 147 PSI. At 5,000 feet above sea level, not an unheard of height for aircraft to fly at (Mile high club and all that), it has a bit over one half of an atmosphere, around 8 or so PSI, of pressure on it. Yes, temperature can be quite cold, but so can being in the ocean.
I can't find any good, logical or scientific, reason as to why one should take a regulator off of an air tank. If anything, having a small amount of pressure, around 50 PSI, is seemingly a good thing, to help keep stuff from getting into your tank when being shipped, not flown on a commercial personnel plane, by air.