Compressed air can indeed cause frostbite due to the Joule-Thomson effect, where expanding air cools significantly. A substantial pressure difference can lead to a pronounced cooling effect, resulting in ice formation, as observed with CO2 fire extinguishers. This phenomenon occurs because the rapid expansion of compressed air lowers its temperature, potentially leading to skin damage. Users should be cautious when handling compressed air at high pressures to avoid frostbite. Understanding these risks is essential for safe usage.