Nope. No different than any base package store or exchange. DH is a retired USN reserve O-6. Anyone with a military ID can purchase, whether reserve, active or retired and spouse or of age dependent. There is no differentiation for retired. Not sure where you'd get that idea from. What was your sponsor's affiliation?
My sponsor is retired DoD which allows you to stay at SoG but I don't think it allows him to buy the alcohol in the store. I do know they have several signs in the Exchange saying only a certain group of people are allowed to buy alcohol there. My understanding is that it is all based on the fact that it doesn't have the state required tax stamps on it so a person not in those groups isn't allowed to buy it.