Princess technically does not allow you to bring alcohol onboard except for one bottle of wine per person for consuming in your cabin.
However - they are not strict about enforcing this rule for alcohol you buy in port.
If you have a bottle or two they likely will not question it. Just keep in mind that by law you are only allowed to bring 2 liters per adult back into the US with you duty-free, so if you have any more than that you will look somewhat suspicious.
However - if you have four adults in your group, or friends onboard, or whatever, and you legitimately want to bring it back to the US and not drink it onboard, I believe they would be willing to hold it for you until you arrive back in the U.S. - at the very least. If this is your plan you could just ask the front desk if they will do this before you buy it.