Yes, there is. Methanol and ethanol are very chemically similar and small amounts of methanol in your ethanol is usually acceptable from a chemical standpoint. But denatonium benzoate is not like ethanol, and can be a contaminant that destroys the process.
To get around this, you either have to find old-fashioned methylated spirits in very high purity, pay the alcohol taxes (which are stratospheric on 200 proof...), or file a crapton of paperwork to buy ethanol tax-free because you're doing chemistry things with it, not drinking it. The latter is what big operations do, but it's a giant pain in the ass if you are not a big operation and you just need moderate volumes of high purity alcohol for your critical cleaning operations....