I wonder why. I was told to put teflon on mine from my local welding store.
I've heard that little pieces of the tape can get into the regulator and ruin
it.
I had a heck of a time getting my compressed CO2 system up and running, so I
used Teflon tape just about everywhere. But I recently replaced the cylinder,
and this time, I didn't use any tape. So far, so good.
Leigh
http://www.fortunecity.com/lavender/halloween/881/