You could look at the cost of alcohol as the price you pay to enter a social setting. If you were expected to consume some beverage, and they were all priced the same but exorbitantly, what would you do?

It has not been my experience that someone who doesn't drink stands out in any social setting that I would consider important. If you're getting blank or worse stares, it may be your delivery or it may be you need new social settings.

My recommendation would be to use the question as a platform to engage the questioner and others around. Tell a funny anecdote. Expound on your rationalist beliefs and how they relate to alcohol. Say you don't enjoy, then share what you do enjoy.

Be truthful and earnest and you'll go far if you're amongst the right people.