Now, I still hate the idea that any corporation is storing my ID, but it's not every Tom Dicken' Harry porn site you might be viewing.
We know that very few organizations are capable of effectively controlling confidential information that they're legally bound to keep confidential. Requiring things that are going to lead to large stores of ID images is asking for trouble.
When you show your ID in a store, the clerk generally doesn't retain a copy of it, and if they do, it's apparent because they take the card to scan it... regardless, they can't take the scanned copy and present it at another store, because the other store will detect that it's not an original.
I agree with you that systems that store those IDs are ticking bombs.
With that said, even now, it’s normal that liquor stores only look at IDs without transmitting or recording the information anywhere (in the absence of fraud concerns), so if the purchase itself is made with cash, it has most (not quite all) of the same data privacy and security consequences as a true anonymous purchase.
This is very different from the online porn age verification proposals.
That's not entirely true - once you look old enough most places will stop asking for ID.
As for why: because there is (or at least, was) no other system to identify whether someone is underage and, by extension, more likely to underestimate the consequences of their actions, make worse choices under the effect of alcohol, and suffer its effects more strongly. Same reason why the legal system makes a difference between minors and adults.