Mineral water typically sold from water filling stations generally goes through the first two stages of filtration, silica sand and carbon filters. This type of filtration only removes large particulates, leaves most minerals in and does very little, if anything, to remove most harmful viruses, bacteria's, germs and other contaminants that are harmful for the human body.
Reverse Osmosis filtration on the other hand removes everything but pure h2o molecules. This process leaves the filtrated water without any taste whatsoever, as all of the minerals are removed. The good water filling stations will re-inset these missing minerals like magnesium and calcium in minute amounts to bring some of that taste back.