I've been told in the PClub that they won't sell anything by the bottle, even for consumption there.
Tried to buy a couple of bottles of Veuve for our group in the PClub at IAH after SMDII and was denied. Wound up having to just buy a bunch of rounds by the glass. And yes, I was drunk. Why do you ask?
On the other hand, several bartenders throughout the system will pour you a "roadie" if you ask nicely. So I think you'd have a bigger challenge buying the bottle than with them letting you take it to go.