"Celebrity Cruises reserves the right to limit or refuse to allow alcoholic beverages to be brought aboard the ship for consumption during the cruise vacation." That's what the docs say. Wine is considered an alcoholic beverage. Whether you paid duty or not has nothing to do with this policy.
I first noticed the change on Celebrity's web site at the beginning of May. When I booked my cruise, I had seen under "common questions" that there was a $6.00 corkage fee for wine brought into the dining room. Several weeks ago I noticed that corkage was no longer listed on the web site, so I called Celebrity (several times to see if I got different answers). I was told they were no longer offering corkage because they were not allowing any alcoholic beverages to be brought aboard. I was also informed that if I tried to bring any on board (& it was found) it would be confiscated & held by the cruise line, but it would be returned to me at the end of our trip.
The bottom line is that bringing your own alcohol on board cuts into their bottom line.