Trekchick, sorry to get off the spirits and talk about wine, although the concept is really the same. Spirits, like single malts, mature in the barrel and are then bottled, so a screw cap is the best option to prevent evaporation. A lot of expensive spirits come with corks because people associate them with tradition and quality, no other practical reason, just marketing.
Wines, specifically fine wines, are a different story. Screw caps are a better closure that create a more consistent product but fine wines need the ability to be individual and change over time The cork allows that. The better they become the more individuality you can find in them. From country to country, area to area, vineyard to vineyard, year to year and even from bottle to bottle. The variability in how a wine will mature with a cork adds to the quirkiness, fun and expertise in fine wine appreciation. Although screw caps maintain a better quality product, they also take away that variability of creating some exceptional masterpieces, or expensive failures. Spending hundreds or thousands on a fine wine or Cognac can be a crap shoot, but that is part of the fun, if you can afford it.
The variability that mdf describes from his wine tasting would be scorned by those who think consistency is a sign of quality, but celebrated by those who consider wine to be a living product.