The claimed licensing issue around parents buying alcohol for their children is something of a minefield as well. It's perfectly legal for parents or other responsible adults to serve alcohol to children aged over five; various people may wish at this point to hoik up various sorts of judgemental undergarments, but allowing a seven year old to drink wine, beer or indeed rum in the house under supervision is not of itself illegal; obviously it may, depending on quantities and outcomes, be deemed neglectful or abusive. It is not, however, at the point of consumption, illegal.
And even if the shop might think you're about to serve booze at home to a child under five, they are under no legal obligation to worry about it. Attempting to police what people do with legal purchases, well, that way madness lies.
However, it is illegal for an adult to purchase alcohol on behalf of a minor, with the minor then being in control of the booze afterwards (ie, "will you buy us a bottle mister, here's a fiver"); the various crimes are committed by both the licence-holder and the adult. More seriously for the shop, because it's licensing law their licence could be removed if they do it too often, and the legal threshold for that is lower than the threshold for a conviction.
So supermarkets are nervous about selling booze to adults in the company of children not because they think you're going to serve it to them (not their problem as it isn't a problem) but because they think you're going to give it to them to run off with and drink in the park (licensing problem). In a sense, the problem for the shop is greater for teenagers than, say, seven year olds, because the argument that the adult is just fronting for the child is easier to make. Amusingly, the only time I've ever been asked vaguely if the booze was for me or my teenage child was when I was buying a bottle of Campari and a bottle of vermouth. I mean, seriously, if teenagers are hanging around parks necking Negronis, the Hoxton hipster trend really is completely out of hand.
Some confectionary does fall under licensing laws. For example, I noticed in a supermarket a couple of days ago that there were "Think 25" stickers next to liqueur chocolates. Incidentally, am I alone in thinking liqueur chocolates are a silly "it's not really drinking you know" charade for elderly relatives who get tipsy on sherry trifle, but are in all other respects pointless and vile (the chocolates, not the relatives, dangling modifier police please note).
I don't know if Thorntons have reduced the alcohol content in their Rum and Raisin. Rum flavouring, which isn't alcoholic to a level sufficient to interest the authorities, is widely available, but Thorntons might have made a commercial decision to not use it (perhaps so the aforementioned elderly relatives can think it's a bit edgy: after all, Thornton's main customer base is your elderly relatives anyway). The OP's suspicion the issue might be religious is not unfounded: there have been several cases where this sort of thing has happened, most recently:
www.kilburntimes.co.uk/news/muslim_tesco_worker_refuses_to_sell_ham_and_wine_during_ramadan_1_3686394
But the tl;dr is you were being unreasonable, mostly because Thornton's ice cream is rank.