There are varied reasons why this is so:
(1) It is perhaps an emotional, a psychological, or even a psychic void in their lives. As a result of these components, they resort to artificial forms of stimulation to fill those voids instead of using more constructive avenues to fill such voids e.g. reading a good book, going to a play/movie, or volunteering in a hospital. There ARE positive ways to have fun without indulging in alcohol. There are people who use alcohol as a rush, to make their day better/more exhilarating, and to avoid introspection.
(2) Also some people consume alcohol to be considered cool, hip, and in by their friends. They do not want to be the odd one out. They furthermore believe that to consume alcohol will make them be held in high esteem by the crowd. They, in their estimation, are viewed as sophisticated, worldly adults instead of dullards who do not know "where it's at" (1960s coinage).
(3) For many, the consumption of alcohol is considered to be the ultilmate adult fun ritual. They contend that if one does not consume alcohol, one is not truly an adult but a child in an adult's body. They assert that in order to be a real man or a real woman, one must consume alcohol.
(4) There are others who maintain that events are not fun if alcohol is not involved. They view alcohol as the essential dressing with the turkey or the icing on the cake. They argue that alcohol is what makes games, parties, weddings, gatherings, eating out, and other events.........FUN! They furthermore believe that alcohol makes them more relaxed and uninhibited. They contend that it is the alcohol that lets them BUST LOOSE!