It is indeed bonkers, and probably the keyword here is "interpretation" on the wording of what is and isn't acceptable to post, and this seems a grey area, the main one concerning gas guns of any description is the presence of a vessel that is "capable" of being pressurised, so yes mags would come under that category, or the gas tank in a NBB. In theory CO2 guns using standard capsules would be fine to send without any capsules as there is nothing that is or can be pressurized without the capsule present. Likewise a GBB without magazine.
The biggest grey area is if the Courier seizes the gun for this reason, and says you have sent it in contravention of their terms of carriage, saying the filler valve is removed probably won't cut much ice, leaving you to forfeit your goods or employ a solicitor to argue your case against a huge company. . . . . .
What really bugs me is retailers use Royal Mail, Parcelforce, UPS etc for sending gas guns, gas itself, batteries etc all the time without issue so it smacks of double standards.