I don't know your area, but if you check the yellow pages for welding supply houses, they can fill or exchange for you. CO2 is a common shielding gas for welding.
I called around and the places swap them out. Is there any reason why I would want to keep the tank that I have and not swap out the tank for one that the refilling station has?
Most places will swap them... if you keep the same tank, you'll be responsible for doing a periodic inspection (and paying for it)... if you swap it, no need to worry about that. The place I used in Billerica (Linde Gas) usually had almost-new tanks to swap.
Really no reason not to swap, except you may get an ugly color. Beyond that when you swap any problem with the tank becomes theirs. I never buy a tank in the first place.