it's not about trust but responsibility
The O2 and He we buy from gas suppliers is required to meet extremely high purity standards and is subject to a series of controls intended to ensure you get what you pay for. I see divers omit analyzing their O2 bottles fairly often, and while I understand the temptation in my opinion it's a very bad idea...
A gas supplier (not a dive shop) I used to use in Ohio delivered bottles of pure N2 to a nursing home, rather than the O2 that was ordered. A series of errors involving repainted bottles and inappropriate use of valve adapters allowed the nursing home to plumb it into their supplemental O2 system, killing several residents throughout the building.
So now I analyze my oxygen, just like everything else. I calibrate to dry compressed air, so don't expect it to read exactly 100.0%, but the difference between pure O2 and anything else is quite apparent. Such errors may be extremely rare, but the ultimate opportunity to prevent the consequences rests with me, the guy who's about to breathe it.
BTW, a friend made up some decals for calibration bottles, "Air - do not breathe". :)