Hypotheticals are often used to test principles.
If someone actually has the principle "if you sell something you must sell it to everyone" this hypothetical is a breeze. If the hypothetical causes some great need to squirm and avoid answering the question then one may question whether one actually holds the principle without qualifiers.
I would actually say yes, he has to sell the alcohol to anyone who has a legal standing to purchase it. Why are these hypothetical muslims policing the lawful sellers of the alcohol instead of their own heretic purchasers? And why is the hypothetical government not protecting this law abiding seller of alcohol from these dangerous individuals?
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Government is not always perfect at protecting people. Some people here even think police can be dangerous.
But there are other possibilities that would not require a threat of violence to motivate the shopkeeper. Perhaps the islamic shopkeeper consults his Imam and the Imam says it is kosher to sell alcohol and cigarettes to the infidels but he may not sell them to muslims because that makes Muhammad angry.
