I wondered about that too. Guess it's kinda like a theater - they want you to buy their stuff, not bring your own.
I know that when I took AA into Moscow, it seemed like EVERY Russian had a bottle out as soon as we left New York and the flight attendents said not a word.
So ... on the way back I did the same thing ... Chak chak and vodka is an interesting way to get ready for a long nap.