it is impossible for the UV light to change the taste of water as taste is derived from proteins in the water. FUNDAMENTALLY the UV pen kills bacteria by denaturing the fundamental proteins that the bacteria uses for sustaining life and its growth. Because there is sedement in the water you were preveiously filtering (assuming you werent using your old filter) it would make sense that you could just be tasting that. or possibly denatured proteins.
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Modern civilized man, sated with artificialities and luxury, were wont, when he returns to the primeval mountains, to find among their caves his prehistoric brother, alive and unchanged. -Guido Rey