Like Pierre said, it's less restrictive in the US. But still, FAA is the same kind of headache, maybe just a little bit less.
Gotta love the logic of regulatory bureaucracies... If your O2 cylinder is just rattling around free in your baggage compartment like a wrecking ball, then it's ok. If you diligently secure it to the airframe, now you must be closely scrutinized, fill out paperwork, get inspected, hope for approval, and undoubtedly pay a fee.
But bottom line, be safe, and if they don't know about it, it's legal.
