Correct. You'll spend about $75 to get an adaptor for a paintball tank that'll let you hook up a proper regulator...which is another $80. Plus you run into the issue of CO2
refills. Paintball stores here charge $7 for a 20oz refill. My welding shop charged $17 for a 5lb. fill, $20 for a 10lb fill. And most welding places will NOT refill paintball tanks.
You'd be better off taking the $75 for the first adapter, and just buying/putting a deposit on a 5 or 10lb cylinder from a welding supply shop, getting a milwaukee regulator, and saving money by not paying paintball store refill prices.