That's because liquor stores originated from an earlier incarnation of the culture wars. That was a long time ago, and I don't think anyone seriously believes in that justification now, but the inertia remains.
> I think that's a pretty good reason for them to exist even today.
Only if you think the government should be telling people what to buy and what not to buy. I personally find that highly objectionable, particularly given the outsized power of primary voters in most places.
I think that's a pretty good reason for them to exist even today. We don't need the market competing to get people to drink more.