Isn't the primary screening AFTER duty free and all the concessions? I would ask the concession saleperson if the water can be taken through security or if there is a concession after the main security, if there is another secondary security for US bound flights and whether they will allow airport purchased water through. They could in theory bag it the way duty free liquor purchases are bagged/boxed to be boarded onto US bound flights, although they probably would not be bothered doing that with a relatively inexpensive purchase like bottled water.

I was unaware secondary screening for US bound flights existed in November 2006 and brought a small bottle of water from the BA Terraces lounge inside security. I discovered I had to pass through a secondary security screening where the water was nabbed. I arrived at ORD rather parched and dry. :-(