The state doesn't allow supermarkets to sell beer?

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My friend Jane who is from the USA and I went to shopping yesterday.We bought some beer in the supermarket.Then Jane told me they don't have beer in the supermarket in her state.It's a state law,they have to go to the beer store.The state doesn't allow supermarkets to sell beer,only in beer stores. They don't have beer. How can that be?That's too strict. Isn't it silly? We don't have that kind of restriction in China.I hear that beer and bars are very popular in some countries such as The USA.It's like a custom,nearly everyone drink beers.But why those beer restrictions?Do they allow supermarkets to sell beer in your place?Do you think it's wise to have beer restrictions?