I don’t drink either, primarily from a religious upbringing, and for additional reasons as an adult. I have been embarrassed publicly in startup and large commercial enterprise situations for not participating in the “bromance” of drinking together. The fact that I don’t drink is a negative incentive for other employees or leaders from wanting to hang out, which affects the strength of the working relationships. In my case, with a family at home, there is always somewhere I need to be with someone who needs me as a husband or father and so I take solace in building those relationships. Also, stating your position confidently is a sign of strength and many people will grow to respect that.
I have always been very forthright about it, trying to cut off the offer of alcohol before it is on public display — trying to avoid the embarrassment and discomfort of those offering. During my time in China, this was particularly important. I prepped my translators and peers with the fact that I didn’t drink, and I also apologized to executives as they wanted to drink with me and I had to decline. I didn’t suffer any negative consequences from judgement because I set this up in advance. And, several of my peers let me know privately that they also did not want to drink and were able to ‘borrow’ my statement to decline also — because I was not participating.
Ultimately, I have been the most successful by communicating this upfront — not waiting until the drink is in hand being offered by someone that might get offended or upset or uncomfortable when I say “no thank you, I don’t drink”.