Milk in the US is pasteurized as well, but to be shelf stable you need to use a different pasteurization processes called UHT (ultra high temp) and package it in special aseptic packaging. UHT milk is put in traditional containers and stored in the fridge as well.
You can buy self stable milk in the US but it's not very popular for some reason. Except for Yoo-hoo, that's a popular milk product that's usually sold in shelf stable "juice boxes"... and I think it tastes even better at room temperature.
When milk alternatives like soy milk, almound milk, coconut milk, etc., first came to market they were almost always sold shelf stable. I can only assume that's because refrigeration space in supermarkets is sparse and expensive (learned that from Shark Tank) and these were niche products at the time. Now that they are mainstream you can find them refrigerated right next to the dairy milk. I guess Americans prefer to buy milk that way.
Re: wine. Interestingly in the US, due to the fact liquor laws are regulated by the state, when you cross state lines your supermarket alcohol selection will vary drastically. Some states ban alcohol sales in supermarkets entirely. Some allow only beer and wine. Some allow only beer only. Some allow beer, wine, and liquor. I've never heard of a state that banned beer but allowed liquor but who knows, it's possible. It mind boggling just how many crazy (and different) regulations about silly stuff like this exists around alcohol in the US. Funny story, a friend of mine went to a supermarket outside of the state she lived in and was totally mystified she couldn't find Bacardi's. "I've never been to a grocery store that didn't have Bacardi's" She didn't know they weren't allowed to sell it there.
Personally, I'm in a "beer only" state and and wine coolers and malt liquor (colloquially known as "40s") are categorized as "beer."