Why do they call it pacakge store?

Answer 1

After prohibition when it became legal to sell liquor again the law required (and still does) that liquor for sale must be in a sealed container and put into a bag or other package before it can leave the store. SO it was referred to as packaged liquor from a package store.

Answer 2

Americans historically are a prudish people, troubled by earthy words for which they create euphemisms. Hoity-toity Americans felt that calling a liquor store by its right name put too fine a point on things, and so they euphemized it into package store, ostensibly after the brown paper "package" the booze is wrapped in.