I have heard that it is a legal requirement in some jurisdictions (you can't have a members only restaurant or something).

Some jurisdictions also require that alchohol sales can’t be members only and if you tell them at the enterance you are only there to buy alcohol, they have to let you in and if you buy only alcohol, they have to let you purchase it. I did this at Sam’s club once.

I once got chewed out for not having my card with me when I went to pick up a pizza at the food court.

Fair, I am guessing its a location/store dependent enforcement.