I wanted two purchase two bottles of wine on a recent flight HKG to LAX. Duty free store saleslady informed me that security allows only one bottle to be carried on flight to US.
I had the one bottle on the see-through duty free bag and the interviewer at security did not ask anything about it.

I could have purchased two and place them in my carry on and no one would have checked. But if the regulation is one, I go by the regulation.
(but if you need a bottle of water - I assume it should not be an issue, and if it is, then low risk, you leave the bottle)

Frankly - almost anything at the duty free stores can be purchased in the US for less or similar prices.
I needed to replace a high end Braun shaver. It was close to $500 at the duty free. I ordered from Amazon pre-boarding and it had been delivered in the US before I landed - for $230