Groceries stores can only sell beer, wine, and malts. If you want vodka, schnapps, and other hard liquors, you gotta go to a dedicated state-run liquor store.
Most of them are pretty small, too, so if you want something uncommon, it can be hard to find. Luckily the OLCC runs a website where you can search for specific items and it will tell you which stores (if any) carry it.
I do wish we could just get a BevMo though.
Great Reddit discussion about this: https://old.reddit.com/r/firewater/comments/9p1fwe/methanol_...
https://en.wikipedia.org/wiki/Alcoholic_beverage_control_sta...
I believe there's some relation between this and federal highway funding being tied to a minimum drinking age of 21, but I may be misremembering some half-read magazine article.
https://en.m.wikipedia.org/wiki/Systembolaget
https://en.m.wikipedia.org/wiki/Vinmonopolet
https://en.m.wikipedia.org/wiki/R%C3%BAsdrekkas%C3%B8la_Land...