Welding O2 is not filtered as much and actually may contain trace amounts of other gasses. Medical grade oxygen SHOULD be 99.99% pure. I know what you're saying...oxygen is oxygen. And it is.... But industrial or welding oxygen takes are just refilled when empty. Therefore there is a chance that it isn't pure/clean and may actually contain trace amounts other gasses or even dirt particles. On the other hand medical grade oxygen tanks are "supposed" to be cleaned, emptied under vacuum, tested and then refilled.
Not to freak anyone out but that's basically it. Oxygen is oxygen, you just may be getting anything from a few particles of dirt to trace amounts of Acetylene to god knows what from an industrial grade/welding tank. Not downing someone on here that sells propane and propane accessories (King of The Hill reference). Some suppliers care and some don't. I'm just stating what you could get with a non medical grade oxygen refill.