This is really not true. In Ontario we do have the LCBO (Liquor Control Board of Ontario), which is government run and is the largest single purchaser of beverage alcohol in the world I believe, and they sell through their stores. But private sales are also allowed, so for example I have bought spirits right at the distiller (I'm sure the LCBO gets their cut of those sales). But the rules do differ from province to province, and private liquor sales are allowed in some provinces (Alberta for example).
