The reason some beer and wine is carbonated is because alcohol is made by yeast eating sugar and producing alcohol and carbon dioxide. If you bottled the beverage before all the sugar had been consumed by the yeast, the process would continue and carbon dioxide would be trapped by the bottle, pressurizing it and forcing the carbon dioxide to stay dissolved until the bottle is opened.

Cognac is a liquor. Liquor is made by distilling something that’s been fermented, to increase the alcohol concentration beyond the point at which yeast can survive. Traditional production methods could not produce a carbonated liquor. It’s possible to add carbon dioxide directly now, but alcoholic beverage styles are largely dictated by tradition.

Production methods, however, do take advantage of modern technology, commercially produced beer is typically pasteurized, killing the yeast, and the expected carbon dioxide is added. This eliminates a risk of misjudging the sugar content at bottling, which can lead to excessive pressure causing exploding bottles.