What you need to ask yourself is this simple question: What impurities, and at what percentage, do you want to remove from the compressed air? This might include excess moisture, which then leads to how much moisture is bad for the mechanical parts of an airgun? Even so called dry nitrogen has some level of moisture remaining.
Then what about oils? Most compressors use some sort of wet sump for lubrication, typically petroleum based ones. Are they bad? Yes, if enough lubricant gets into the pressure vessels, which can cause dieseling. Others, like the Hill EC-3000, use injected silicon oil lubrication. It doesn't diesel, but how much is too much?
It's a matter of degrees. So it is a choice of how picky you are about containments, and where do you draw the line of cost vs. benefit? If you're really picky, then a high pressure, freeze dryer (lyophilizer), like those used to assure that dry nitrogen is as dry as possible may be the next level. It all harkens back to the first sentence of this paragraph: It's a matter of degrees. I feel pre drying is adequate, you may not.
