Well - just like any restaurant, the price of the liquor also pays for the room, the waiters, the experience, etc. You don;t expect cruise lines to offer cruises for you at their cost, do you? Every business makes a profit.
With the low prices of cruises these days I really do not understand anyone complaining about the cost of liquor or anything else. You can cruise for next to nothing these days.
Plus, in my experience HAL and other cruise lines have always been pretty liberal about letting people bring liquor onboard in port. This is not a rule, I am just saying it is my experience. Just keep it in the paper bag it came in and let them xray it. The guy running security usually won't say anything because it isn't a bomb. If they do take it, well then you get it back at the end of the cruise. Pack it in your luggage and take it home.
And don't worry about the customs costs - it will be very small - after the first two bottles which are duty-free.