Yes, yes, we know. All of the laws, customs, and cultural traditions in western Europe are much more rational/intelligent/better/whatever than those in America.
The real story, as usual, turns out to be fairly complex. Americans have a very odd and unique history with alcohol. Most notably was the temperance movement [1], which really started all of this hullabaloo. This caused an amendment to our Constitution...something tough to do and even tougher to undo. And yet, eleven years later, it was repealed (thankfully).
But, and here's the big but: To temper the temperance movement (which, by the way, had proven considerable political power), there were these crazy laws that were enacted to limit alcohol buying. The predecessor to the ATF was born [2]. And things like the 3-tier system were created, along with all sorts of bans on homebrewing and whatnot.
Essentially all of the regulations on alcohol have their roots in either the temperance movement or the anti-drunk driving movement (i.e.-MADD), which is a neo-temperance movement. Most of them were political concessions. Anymore, folks have profited tremendously off of artificial supply limitations, and they seek to keep those limitations in place by lobbying (quite effectively) against repeal or reform.
[1]: https://en.wikipedia.org/wiki/Temperance_movement_in_the_Uni...
[2]: https://en.wikipedia.org/wiki/Bureau_of_Alcohol,_Tobacco,_Fi...