I don't see any answers yet that quite capture the approach I would take to this.
I think the only danger to avoid is being seen as a "problem employee" if you seem ungrateful for what they gave you, so make it clear that you appreciate that the company was willing to buy you the gift. A company has no obligation to give gifts (at least in the U.S.), so they are already acting generously. But if you are as thoughtful and polite as you have been here, I don't think you have anything to worry about.
I agree with others that the company wants to show appreciation and did not intend to give you a defective gift, so they'd want to replace it to make sure you don't feel snubbed (even if only because a disgruntled employee is bad for morale). So it is worth bringing up with HR.
(As an aside, it may be that other employees also received defective bottles, yet the company may not be aware of the issue. And if the fault was with the supplier as you suggest, they may even replace it at no cost to your company. I don't think that changes your approach, but maybe helps to convince you that it's worth bringing it up.)
I would try to be as polite as possible and avoid making a big deal out of it. Ask if they happen to have an extra bottle or if it they'd be willing to get a replacement for you, but don't push the issue if they say no. It was free to you, after all, so you do not have any right or entitlement to it.
So you might say:
I'm so glad that the company gave us these lovely bottles! They are a very nice gift! But I am a little sad that mine appears to be defective. Is there any chance that there is an extra one left over, or that the supplier might replace it for us? If not, don't worry about it, but I'd be very happy if there is, because I really like the bottle.
If they are willing to take the extra steps to replace the bottle for you, then I would also consider sending a thank-you note or some other extra token of appreciation to show your gratitude.
Of course, I'm American and don't know much about Indian etiquette (assuming you are in India as your reference to Diwali suggests), so take my advice with a grain of salt and use your own discretion as to how you expect them to handle it.