It does seem a bit silly and over-zealous, but the chocolates do contain alcohol so yes, would be against the terms and conditions of the vouchers. I wouldn't have considered it to be buying alcohol, just chocolates, but I also suppose the staff have to implement head office's rules.
I would raise the matter with Sainsbury, but not in person, not to the store, and not to head office. I always voice my concerns/observations/complaints on social media these days. That way everyone else can see it (and the company's response) and businesses don't generally like that kind of adverse comment. I find I get far better responses from Facebook (I don't do twitter) than I've ever had direct from the store or head office.
I would voice the complaint along the lines of "I was so happy to have a bit of extra money, and thought I would treat myself to some chocolates. Imagine my embarrassment at the checkout when I was denied the use of the voucher" etc. Also, never threaten to boycott the business or go elsewhere. Why would they try and appease you if you're adamant you're no longer a customer of theirs.