Because they have been told by the media, over and over, for decades. At least that's my theory. Consider how often the phrase "drugs and alcohol" is used in the general context of substance-based addiction.
Because it is socially accepted. Being a connoisseur of fine wines or whiskey is something many people consider sophisticated. Being a connoisseur of, say psychedelics or stimulants is, apparently a criminal offense.
Alcohol has a long tradition in the western civilization, so people feel somewhat comfortable with that. Other drugs probably seem very new and scary to the average guy.
There is a feedback cycle, where the media both manipulates and responds to public opinion.