There is no liquor store in the country where you can't pay with a card. Well, maybe not Uncle Ted's Moonshine Shack, but realistically it's not something anyone has to worry about. Different funds may not invest invest in those thing, payment processors might charge some businesses a slightly higher premium, but Visa/MC are not gonna police your legal consumer purchases.

But you can buy alcohol, tobacco and guns with just about any payment method?

Porn and gambling are probably better examples. They're kryptonite to payment processors due to the chargeback risk.

Gambling is actually illegal trough, no? AFAIK porn is the only proper example

Gambling varies by type and jursidiction.