There has been speculation that it's the other factors in a wine-drinker's life like socioeconomic status rather than the wine itself, nor that wine is better than other alcoholic beverages.
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3237714/Also, alcohol costs the US economy about $230 billion every year. This is mostly binge drinking, so while alcohol itself in moderation is rather harmless, we should not forget that it is a poison (used to kill bacteria). Really, it's the dose that makes the poison.
http://www.cdc.gov/features/alcoholconsumption/http://www.ncbi.nlm.nih.gov/pubmed/22011424
Marijuana is not a saintly substance either, but because alcohol is more widely used, it is more dangerous to us because the likelihood of us being affected by it is much greater.