WHBM - that could mean 100+ security checks, a nightmare in terms of buying the equipment and running it.
Also, duty free purchases need to be made in an airside area, otherwise they could be handed to non-flying relatives etc.
AMS does it - only a few gates (There's one block used for non-schengen shorthaul flights, e.g. UK/Ireland for instance; there may be more) have a common screening area; all the others have at-gate screening.
There's still boarding card and emigration checks to ensure that only people with passes get airside, so duty-free is still somewhat protected. You could still get someone with a non-EU b/p to buy you duty free and hand it to you, though.
This is in no way a particularly efficient use of resources and causes serious problems for the airside stores in selling liquids, but it can and does work.