Some states have laws against membership requirements for selling alcohol. Federal law prohibits restricting access to pharmacies by membership.

Technically the way the laws are written in my state, I believe they could be barred from selling alcohol if they turned away non-members for prepared food, as that would qualify them as a 'private club,' since theyd be carrying both any liquor liscence, (the statute fails to specify on or off- premises liquor liscence for the requirement) and a prepared food liscence, unless they meet a whole slew of requirements, like being 'distinctly private' (which prohibits them from operating in a commercial capacity, having more than 200 members, or having any non-members allowed in, (which gets tricky combined with the federal pharmacy rules))

Now, its quite possible that Costco in Mass is actually turning people away, and no ones bothered to report them to the property authority (I believe this comes to the town's ABC liscencing body and / or food handling liscencing to enforce) But, for instance, when my mom ran a private buying club style coop, she wasnt even able to get the liscencing for the club also sell off premise alcohol for running afoul of these laws (despite not having a liscence to prepare and serve food, just selling ot 'off premise'- still was enough to qualify)

In our state, places like golf clubs always have the restaurant as separate from the members only places for this reason. The few actual private clubs always have weird rules around guests to accommodate the rules, for instance the anglers club i go tonwith a friend sometimes doesnt allow 'guests,' they allow 'sponsored probationary members', and i jave to claim i 'intend to catch a fist of legal size and weight to present to the club. Theres then a little kids' hickey mouse rod, with a lure but no hooks, that is then cast into the harbor, to 'show an earnest attempt' before im allowed in, although that parts just for fun.