As Dave mentions, such a person would have to get a distributor's license
in EACH state in which they wanted to distribute wine, and in many states,
would probably have to also get a retailer's license (since in many, if
most, states a wholesaler can't legally sell to a consumer without a retailer "clearing" the transaction). So while your proposal isn't impossible, it's (a) very costly due to the number of licenses needed, and (b) simply may not pencil out economically.
I'm fortunate enough to live in California myself, but am as frustrated
as everyone else by the continuing creep in regulation of wine. . . .