SodaStream gas cylinders don't have anything in them except carbon dioxide. One way or the other that's going into the atmosphere — it's not getting reclaimed.
Just bleed the CO₂ out of the top of the cylinder by pushing it down against a concrete paver or something hard and rough. Then, when it's empty, unscrew the valve or drive a large nail through the side of it so it can't be re-pressurised. From that point on it's nothing but harmless scrap metal — put it in your recycle bin.
Once-upon-a-time you could get a refund for these things (the princely sum of $1), but I believe they shut that program down about four years ago. You can still return them at any store on this page (filtered by "Gas Exchange"), if any are conveniently local.
Having said all that, the cylinders are solidly built and are tested to 250 bar. If you're a bit of a hacker you can empty it, swap out the valve, and do some cool things with it at much lower pressures (e.g. brew beer, nerf gun, spud launcher, toroidal vortex air cannon). Those cylinders really are worth the tens of dollars you paid for them.