Yeah, that might work. It appears to be very political/corrupt in Massachusetts at least. It doesn't really matter what liquor store you go to as prices are basically fixed here. They'd have to get the distributor license approved, and a separate retail license... and then (I think) a single company is allowed no more than 3 retail locations in the state.
Anyway, I agree there's a lot of bullshit that adds to the cost of alcohol, and does make it look ripe for disruption, but I suspect there'd also have to be a lobbying effort to get the laws changed on a state by state basis (for it to be scalable), and whoever was trying to get the laws changed would be facing the alcoholic beverage industry lobby, who are also a fairly powerful/entrenched group.