If it had a reliable hashgacha, the advantage is that you wouldnt have to be a buckie on all the difficult liquor shailos. You could put your trust on the store’s mashgiach, like any store that is under a reliable heksher. If this particular store does not have a mashgiach then it is not a “kosher liquor store” but only a stam liquor store owned by a Yid.
What are these legitimate shailas that might prevent you from buying a sealed bottle of liquor with a hechsher at the store?
the shailos are not primarily on sealed bottles with a heksher. the shailos are on bottles without a heksher. (most whiskies, beer, etc.)