I can actually understand why and its nothing to do with being in the armed forces.
I suspect the shop is an off license.
There are a load of rules and laws about selling alcohol to a policeman in uniform or even in but with a civi jacket on. And they will have had a induction by the licensee telling them this fact.
I have been refused booze when some thick **** spotted my pilots uniform under my jacket getting a couple of bottles of wine on the way home. Using the uniform reason as well.
You pay peanuts and you get monkeys.