Yes, of course, and as far as I could tell, many aren't. However, state laws could be written s.t. residents are not allowed to purchase alcohol, regardless of Mormonicity. Laws specific to residency are not uncommon in many states. I say that only because I know purchasing booze was no harder for us, but we're non-residents, yet Utah's notoriety about alcohol laws imply some limitation.
You still have to show ID to purchase, so residency (or non-residency) would be easy to enforce.