As far as small children are concerned, you could just as well be insisting that they say "a la la peanut butter sandwiches" before making a request as insisting on "please". It's an arbitrary convention. I prefer a spontaneous (probably occasional) heartfelt "thank you" or a beaming smile, or just a satisfied glug glug glug as the water goes down.
Make it so you don't have to respond to requests that irritate you. Bottles of water (refilled bottled water bottles) around at 4yo level? A water cooler?
I hate it when I have done something for a small child - pass them a toy they wanted, or something - and just in the middle of a beautiful communicative eye-contact moment between the two of us, with gratitude expressed and acknowledged, and sometimes even a spark of joy, the parent wades in with "say thank you". And I think "butt out, you just ruined the moment". And we've completely forgotten what we were doing.
I always say to the parent "no need for thank yous - we're doing fine"
Also, children pick up the way their parents speak. I think communicating with thank you/sorry is NBD - if the parent uses them, the child picks up when to, when they feel like it.