It's not harmful. It's separated from the water bottle. And there are national security standards to keep it under control.
The protective film on bottled water is PE protective film. PE is a kind of high-molecule organic compounds with the simplest structure. It is the most widely used high polymer material in today's world. The film in certain environment with elements like sunlight and moisture can emit some substances harmful through chemical combination. But it doesn't matter if you don't eat it by accident or over expose youself to it for too long.
