Atmospheric compositions can provide powerful diagnostics of formation and migration histories of planetary systems. We investigate constraints on atmospheric abundances of H$_2$O, Na, and K, in a sample of transiting exoplanets using latest transmission spectra and new H$_2$ broadened opacities of Na and K. Our sample of 19 exoplanets spans from cool mini-Neptunes to hot Jupiters, with equilibrium temperatures between $sim$300 and 2700 K. Using homogeneous Bayesian retrievals we report atmospheric abundances of Na, K, and H$_2$O, and their detection significances, confirming 6 planets with strong Na detections, 6 with K, and 14 with H$_2$O. We find a mass-metallicity trend of increasing H$_2$O abundances with decreasing mass, spanning generally substellar values for gas giants and stellar/superstellar for Neptunes and mini-Neptunes. However, the overall trend in H$_2$O abundances, from mini-Neptunes to hot Jupiters, is significantly lower than the mass-metallicity relation for carbon in the solar system giant planets and similar predictions for exoplanets. On the other hand, the Na and K abundances for the gas giants are stellar or superstellar, consistent with each other, and generally consistent with the solar system metallicity trend. The H$_2$O abundances in hot gas giants are likely due to low oxygen abundances relative to other elements rather than low overall metallicities, and provide new constraints on their formation mechanisms. The differing trends in the abundances of species argue against the use of chemical equilibrium models with metallicity as one free parameter in atmospheric retrievals, as different elements can be differently enhanced.