dont worry, very little to go wrong not many things are made of iron what can rust in a pcp.
if it rusts it will still costs you less than all the hassle with saturated desiccants or buying air cylinders be it carbon fibre (which still has aluminium core) or steel scuba style cylinders
if scuba diving compressor air was dry obviously they would not need to test the cylinders like crazy? and no, there is no way salty water will enter a pressurized vessel.
air is wet, the warmer it is the more moisture in it usually, dont worry. forget about it. enjoy what you got