If you live in a desert, you don't have to worry about canned air causing rust. But if you live where it's humid, and you have to keep your bread in the refrigerator to keep it from molding, then yes, you should worry about it.
When we service the machines at the shop, we use an air compressor. BUT... we have the covers off the machine, so the lint will blow out, not back into the gears.
Funny story about canned air... Our embroidery teacher was showing the ladies how to use canned air on their embroidery machines. After they had been running the machines for a couple hours, they were blowing the lint out with the canned air, and the machines caught fire! So don't use canned air on a hot machine.