Brought my own henny to a bar

for context:

im at a bar right now and all i want is Hennessy. it’s usually 20$ a shot where I live so I found a hack that i learned from a friend online. i now go to a liquor store and buy my own henny. this way I drink the henny basically for free at the bar. I’m at a bar and I ask for a glass of ice and I pour the henny in the glass.

my question is:

is it wrong to bring my henny to the bar? I enjoy it so much more than any other type of alcohol. so I would rather drink it than anything else. I’m not trying to pay 20 + dollars on a glass of henny when I can go to a liquor store and get some henny on the cheap. does that make me a bad person????