They're not suppose to. What I usually do is buy them myself package them up myself and ship them through a UPS Store. UPS does not accept shipments of beer or alcohol for delivery to consumers. UPS accepts shipments of beer or alcohol only among and between selected states. The ability to ship wine depends upon the nature of the shipper's license to sell wine, and the laws of the destination states.
Probably a question better answered with a phone call to them
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