Because the pirates from the POTC ride sneak into the bars after hours and have a wild party. The skeleton pirates can't hold their rum, much to their dismay, but they come to party anyway. They then steal what's left over of the rum from their carousing and take it with them so that they can sneak a drink while on the job during the day while amusing the tourists. Hey, after pleasing the masses the entire day, you'd need some good quality rum too!! Gives new meaning to "Yo Ho Ho and a bottle of RUM!"