[MrForbes]

A compressed gas has far more energy stored in it than a liquid compressed to the same pressure. It took a lot more work to compress the gas, and it's volume changed considerably. Liquids are "incompressible", meaning the volume will change very little while the pressure increases greatly. It's this energy that causes problems with pressurized air in PVC, the plastic can shatter and sharp pieces of it will fly at high speed all over the place.

If you're making something that will hold pressurized air, make it out of something besides PVC.