That sounds very odd as there is absolutely nothing in the ground rules or the instructions given to the stewards that says you cannot take water into the stadium. If you were trying to take a glass bottle or cans of beer in they would stop you, but a plastic bottle of water is fine wherever you bought it.
I suspect you were unlucky and were stopped by an agency steward used to working elsewhere who just got it wrong.
I regularly bring my own drinks into the ground in a plastic bottle and even when a steward has checked my bag they have never even questioned it.