The energy stored is limited by the tensile strength of the container. The best capacity for a unit weight is from laminated carbon fibre tanks, but this still doesn’t even approach the energy density of ordinary hydrocarbon fuels.
You’ll find that there’s lots of interesting ways to store energy — like flywheels or chemical cells — but one way or another they’re all inherently limited by chemical bond strengths.
Fundamentally all energy storage is some sort of stored “tension” in chemical bonds that can be released to do useful work.
The reason fuels are so good is that this release needs a second component (oxygen) that is kept separated. This makes high energy densities safe.
No separation — like with compressed gas — means that the energy storage is a bomb waiting to go off. It would be too dangerous to use.