Even water can have harmful side effects - you can drown, or get bloated, or dilute your body's store of catalysts, you can over-work your kidneys, etc. Granted, water has fewer side effects than most things you could put into your body:-).

Water however is something the body absolutely requires and if it's fit for consumption (e.g. clean, not distilled, etc) has no downsides when consumed in the required amount. There's no metric that gets better without drinking water compared to with. Also, the possibility of drowning in isn't limited to water, but rather a property of all(?) liquids.

Alcohol can be used well though - e.g. half a serving not even every day has been shown to have fantastic benefits, especially when it is red wine and the recipient is male (though it is unclear whether that is any better than just red grapes, although even if not, the latter can get quite expensive). e.g. it can help to alleviate stress, and lowers blood pressure (ofc it can also raise stress if used improperly, e.g. if you combine drinking with driving).

I'm not aware of any such studies living up to current scientific standards, which is why the WHO now states that there's no safe level for consumption. https://www.who.int/europe/news/item/04-01-2023-no-level-of-alcohol-consumption-is-safe-for-our-health note that this is mostly about cancer only, not the other detrimental effects:

there are no studies that would demonstrate that the potential beneficial effects of light and moderate drinking on cardiovascular diseases and type 2 diabetes outweigh the cancer risk associated with these same levels of alcohol consumption for individual consumers.

For studies showing a positive effect, it has recently been claimed that there are issues with how the control group, consisting of people who don't drink, is selected, which this quote on the article hints at:

“Potential protective effects of alcohol consumption, suggested by some studies, are tightly connected with the comparison groups chosen and the statistical methods used, and may not consider other relevant factors”

Because often, the group of non-drinkers contains ex-drinkers who stopped drinking because of the negative health impact from drinking. So you're comparing a moderate to light drinker (selective from the first group) to the average of the second group, which is problematic because of the previously mentioned fact.

Escapism is part of the human nature, and so is the desire to do drugs, the latter not even exclusive to humans. Both are fine in moderation.

Again, idc about it very much, but shifting away all responsibility from the substance and by extension, the profiteers, towards the sometimes uneducated users is just wrong, and creates a stigma for those who are affected by a dependence on alcohol and its effects detrimental to health. A substance that can have these effects just be at least partially to blame.