No, number 1 makes sense while number 2 doesn't.

No, you can't ; (1) is grammatically incorrect. However if you insert the word 'so', implying consequence, before 'that' it will work : 'The government increased the duty on wine so that there was a fall in demand.' It is implied that the government deliberately increased the duty to reduce demand. If you add 'so' but omit 'that' it implies that the fall in demand was not necessarily intended. Sentence (2) conforms with either of these, as it does not state whether the increase in duty was intended to reduce demand.