I know a lot of folk use PVC piping for air, and it does work. It's also
the easiest piping to set up.
But I've got older PVC pipe outside, and it's become quite brittle now after
just a few years. And I'm enough of a clod to be quite sure I'll smack
something to those lines in the shop. I don't want lines that are going to
shatter when I do that, especially full of compressed air.
The copper is close enough in price to PVC to satisfy me. It's not hard to
set up. I feared all the soldering myself when I did my first water pipe
repair, but it really is easy to do. And when I smack it with something, it
I'd go copper myself.