I guess that is why they make those little, single shot bottles of liquor. You can just put a couple in your pocket and have fun on the plane.
It's not the alcohol that is the problem, it is the amount of liquid in the bottle. The liquid carry on limit is, I think, 4 ounces for any one bottle. Based on that, you couldn't carry on, say, a 750mL bottle of rum.
I don't know for sure, but I would think they would have to make an exception in the case of duty free bottles. I mean, if they didn't, then what's the point of duty free shops?