This is one of those, "Who would ask such a thing" posts. What exactly are you looking for as an answer? Many lounges quite clearly have signage that says something akin to "Things served in the lounge are supposed to be ingested in the lounge, so you cannot take things out of the lounge". You already acknowledge that you are violating that. Do they go after people for taking the occasional bottle of water, coke or whatever with them? Generally not. As for what you say about Duty Free shops, actually many will be happy so sell you 10, 10, 100L of whatever, but will take no responsibility for whether you can get it into your destination country nor any taxes you might have to pay. Regarding carrying it on a plane, as long as you do not open and serve yourself, it is NOT an issue, why would it be?
On a personal note, I am always amazed when I have been in northern climes and seen that Duty Free Beer is actually a think and that due to high taxes, alcoholism or whatever in places like Scandinavia, things are as petty as an odd can of beer or whatever.........