I think it's really a personal decision. There are lots of ways to make money. Some people finance drug deals, and don't have a problem with it. Of course it's illegal, but alcohol is not. If you decide you have a problem with it, there are plenty of companies in the market that make money and don't present a moral dilemma.
At one point in my life, I envisioned how great it would be to own a bar. But not now.