I disagree with your analogy. Exclusive means not available to everyone. A cash bar IS available to everyone, and they can choose whether or not to partake.
IMO it is more akin to someone bringing their own liquor to your dinner party because they prefer to drink scotch but know you only serve beer and wine. I wouldn't say "No, you can't drink that because I haven't provided it" - because I don't care what they drink, so long as they have a good time at my party. But I also don't feel obligated to cater to every preference.
Would you ask your guest to pay to sit a table closer to the head table at a reception? Remember, it's not exclusive because anyone can pay for the privilege! Or, perhaps, you'd offer cold sandwiches to all guests, as well as filet mignon to anyone who wanted to pay extra? Or charge guests for access to the dance floor?
I agree that your proposed scenario is akin, but we disagree on how astoundingly rude it is. "Your hospitality is insufficient, so I decided to provide some of my own!" Really, this is extremely rude (of the guest; of course it's gracious for the host to overlook the slight).
Your table example doesn't count because it ISN'T available to everyone. Even if I did decide to do that, if everyone took me up on it, I could not fulfil it. Not everyone can sit next to the head table. But every CAN have a fancy drink.
Charging guests to access the dancefloor is similarly silly - I don't incur a cost per head to provide a dancefloor so such a charge would merely be a moneymaking exercise on my part. There's no reasonable reason behind it.
As for the food - well honeslty, whatever. If I threw a party with fingerfood and the bar offered other options and someone felt strongly that they needed a burger and bought one, then I'd probably think it strange, but if that meant they had a better time at my party, I'm in support.