Well, that rumour was cleared by China and ESA engineers. There is a gradient of pressure between the module and the open space, equal to about 0.02 atmosphere pressure. Air does not exist in vacuum, but the inside of the orbital module can not be total vacuous (although the module has been released pressure). This process is called "venting". The bubble was not water bubble, but air bubble.
By the way, if it is shot under water, the water bubble will rise to the same direction straightly, unlike the scene in the video that goes in totally diffrent direction. The thing that flies toward us, in my opinion, may be a little dreg in the module. Please view the scene carefully, the two objects are big and in shape of cloth.