There are liquids naturally present in nature, like water, blood, oil, etc.
But gasoline, wine or milk shake are produced by humans.
Many thesauri, e.g. WordNet, don't classify later as artifacts, but why?
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Wordnet and other such ontologies impose taxonomies on the world, and the thing about taxonomies is, you can classify entities more than one way. If an artefact is understood as something that only exists in the world through human intervention, then you could argue that gasoline is an artefact. That argument probably does not hold for wine, which in fact originated without human intervention as accidentally fermented grape juice. That argument certainly does not apply to milk, which has existed as long as mammals have. The only human intervention applicable there is the industry around its commercial distribution, including pasteurisation.
Yet even in the case of pasteurized milk, or gasoline, or refined sugar, the specific form may have originated through human intervention, but the underlying substance is still natural. In any case, the prototypical notion of an artefact is something assembled or built, as a tool in the broadest sense (broad enough to include buildings).
The relationship of people to substances and food stuff, on the other hand, is the same whether those substances are refined by humans or used as found in nature. And these taxonomies, as ways of understanding the world, are essentially relational and anthropocentric: the fact that we eat something is a more important relation than whether someone else manufactured that something or not.