Your question has been reproduced below to preserve the original fact pattern to which this answer applies:
Q: "Is the reason why the ATF department was made because most people believe that guns, cigarettes, and beer are morally wrong?"
A: The quick answer to your question is "No."
As this question sounds like it may be connected to a homework assignment, I will not provide more than the basics in this answer.
When you think ATF, you should think "TAXES." Although over the years the ATF has appeared to be more and more about "law enforcement" the bureau's real motivation is MONEY. The bureau tries to collect taxes, tariffs, duties and the like on alcohol, tobacco, firearms and explosives. And it arrests and prosecutes smugglers and others who would try to illegally possess and deal in those "controversial" products-- especially when they didn't pay the tax on them. The ATF even underscores its success by boasting it has the highest "collection ratio" of any government agency. The ATF collects a lot of money for the U.S. government.
The history of the ATF doesn't really have a moral focus at all. It's mission evolved over the years and the focus on those particular products (unlike all imported products dealt with by U.S. Customs) had more to do with the nature of the products than the moral impact those products might (arguably) have.
Take a look at the website referenced below for more information.
[This is not legal advice. You should consult a licensed attorney-at-law for legal advice or representation before making decisions that may affect your legal rights.]