On any given day tiny comets and asteroid deliver to earth many tons of water. The big ones we see a shooting stars. The giant ones are called asteroids. Only the real monsters actually touch the ground. Most burn up in the atmosphere, delivering their water as steam. So, no. Powering all of our rockets with water will not deplete the planet.

I'd be far more worried about the gold, platinum and other expensive stuff that satellites are built from. We aren't getting those back nearly as quickly.