IIRC, Trader Joe's doesn't want to operate in Canada because of our more stringent liquor laws-- they wouldn't be able to sell alcohol here the way they do in the states, which would significantly affect their bottom line.
There are TJs in Pennsylvania, and they can't sell alcohol at all. It might be a factor but not the overriding one.
There are many states with stringent liquor laws that TJs operates in just fine. They tend to just not sell alcohol in those stores or in some locations have a separated liquor store.