Different brands of water will come from different sources (lakes, rivers, whatever) and will be filtered/purified in different ways. Some brands may or may not even add in more things after this (quite a few seem to add trace amounts of sodium).
The combination of all of this means that different brands have water that is measurably different. Band A might have more calcium in it, Band B might have almost no potassium. The collective result; some may taste slightly different.
It would actually be weirder if all water brands tasted the same. Only “pure” water is easy to manufacture, and although humans aren’t amazing with our sense of taste, we can certainly pick out important salts.