Oxygen is used in aircraft for breathing: in military aircraft most of the time, in civil aircraft only in an emergency. In both cases the gas must be dry, or there is a risk of freezing in the pressure regulator (see Air: Breathing air for firefighters). Usual moisture: <-50°C.
Gas manufacturers produce oxygen for use in medical applications. The moisture content is not important to the patient who breathes it, but it is essential that the gas is dry to avoid condensation in the cylinders in which it is supplied. Condensation would carry a risk of bacteria growth in the cylinder, and the risk of weakening of the cylinder through corrosion.