They do it because the unhealthy effects are desirable.
Which is why moderation is the key. There's absolutely nothing wrong with someone enjoying a drink. But there is with people who need to drink. And that's just as true for sugar addition and caffeine addition too.
Now I'm not suggesting that the negative effects of all vices are equal, because clearly they're not. But suggesting that total abstinence is the answer completely misses the point of why people enjoy a drink to begin with. You're setting an unreal expectation that will never work with society. Just like telling people that they shouldn't ever eat cake or drink coffee would be an unrealistic demand on society.
We already have a mountain of evidence that prove the removal of said vice without solving the underlying problem only drives people will just switch to something else. Often that "something else" can be much much worse. So it's far better to give people outlets but ensure there is support to ensure they descend into dependence (and the vast majority of people do consume in moderation).
> What’s healthy isn’t complete abstinence, it’s moderation.
With alcohol this is well established to be false.
https://www.who.int/europe/news/item/04-01-2023-no-level-of-...
https://www.mayoclinic.org/healthy-lifestyle/nutrition-and-h... (Headline: "Drinking alcohol is a health risk regardless of the amount.")