We do it for beer, so I don't see why not. At least in Ontario, I've seen people walking into the LCBO with cases of empty bottles (I don't drink alcohol myself, so can't confirm how prevalent this is).
But glass bottles are heavy, and I'm sure that makes shipping more expensive and increases CO2 emissions.
For what it's worth, beer seems to be transitioning back to cans now on the high end. Cans are much lighter, still just as recyclable, and crucially, they keep the product fresher (which matters more for nice beer than for soda).
But glass bottles are heavy, and I'm sure that makes shipping more expensive and increases CO2 emissions.