It seems like every state, county, country has its own liquor laws.
Where I live in Maryland, the liquor stores are not run by the government but you can't buy beer or wine at a grocery store but it's available at some gas station convenience stores (I still haven't figured out the rationale behind that).
In an adjacent county, you have to purchase liquor from a government run store and they do sell beer and wine but you have to buy beer by the case and none of the wine or beer is sold cold. You can go to a beer and wine store and some grocery stores carry beer and wine.
"The farther we go, the more the ultimate explanation recedes from us, and all we have left is faith."