If the shopkeeper has politely asked you not to bring your dog into his store the polite thing to do would be to follow his wishes. His store is his private property and it is his right to disallow dogs on the premises unless the animal is a trained and certified service animal.
Also, you are exposing the shopkeeper to legal liability if your dog bites an employee or customer. It is not right to subject him to the financial risk. Liquor stores are no place for dogs.
You have the right to be stubborn if that makes you feel good but that right ends when it effects someone's business and their livelihood.
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