In order to have sufficient air to breathe in underwater situations, the air is very highly pressurized (3000 psi on average). The first and second stage of the scuba regulator work to reduce the level of the pressure to the ambient level for the person using the air.
In order to hold that high-pressure air, it's necessary that the container be made of metal, otherwise it would explode... imagine an over-filled balloon.
At lower pressure levels, it's certainly possible that someone could create a heavy-duty plastic cylinder but many of the fittings on a regulator are also metal, at least in part, so you'd reduce the amount of metal by a huge amount but it still wouldn't be no metal.
Regardless, there's one other problem. Air is extremely buoyant. It does not want to stay underwater... it wants to float. As a test, take a capped, empty three liter soda bottle into a pool and try to stay submerged... it's not easy... and if you do manage to get deep enough, watch it compress under the water pressure.
Part of the benefit of the solid metal - the standard steel tanks generally weigh 30-40 pounds - is that it usually helps counteract this buoyancy. If Ethan had simply taken a plastic container of air down with him (despite likely only getting a couple of breaths), he'd spend a good amount of energy working to stay underwater, against the buoyancy of the air. And the more energy you expend underwater, the more air you need.*
Generally, when you scuba dive, this is counteracted with the weight of your equipment (generally around 50 pounds) and additional lead weights, if necessary. Neither of these are options for Ethan, who can't have any metal on him.
The density of the most dense non-metal is iodine, at 4.933 g/cm3. The density of lead is more than double that, 11.34 g/cm3. To combat the pull of the air, Ethan would have to haul around a ton of iodine... which, again, would take more work and more air. It's simply not feasible.
*In scuba training, they encourage you to move as little as possible and to keep your movements controlled and smooth because you will breathe less and go through your tank more slowly. When I dove in the Caribbean, I would use about 2500 psi at 60 feet over the course of about 50 minutes. Our dive master used half that, only about 1200 psi. Clearly he's a much more efficient diver than I am.