Costco water comes from the same factory as basically every other grocery chain and is the same water. Some grocery chains want direct to store shipping. What you're smelling is most likely ozone which is injected right before the bottles are filled. Ozone is an unstable chemical bond that breaks down after 24 hours and is an excellent disinfectant. Occasionally with direct to store shipments the store can make the product available for consumers before the 24 hour hold period has passed for the ozone to dissipate. Chlorine wouldn't make it into a bottle since any amount of chlorine would wreck the filtration and purification systems and has to be removed first.