Probably the biggest problem is the packaging. With produce, you can go to the store, and feel and sniff the wares. If you don't like it, you go to a different store. With wine, you have to wait until you get home with the bottle. And even if you find a good wine, you have no idea if it will be the same year to year, or even a few months later. You have no idea when marketdroids are going to convince the executives to cash in on the name. (Same happens to beer.)
Whole Foods does right by its customers by handing out samples of chosen wines. I like being able to taste before I buy!