A co-worker of mine tried to pay the duty on a case of wine coming back from Europe going into DTW (The duty is actually pretty trivial). Seemed straight forward enough. Except his connection was to MSP, and Minnesota has it's own set of licensing laws when attempting bring in booze. CBP in DTW decided it needed to enforce laws of the final destination state. So they were going to confiscate the entire case of wine. He talked his way out of it, I don't know if he "promised" to break his ticket up or what, but it was a big hassle.

I don't consider Duty Free an issue when connecting in the US. Once you pass through CBP you have to re-check bags. There's more than enough time to stow your duty free in the checked luggage at that time. If I'm really thinking ahead I'll put a empty box in the bag to stow the booze.