I don't drink (not for any single reason... DH and I just don't see the point to it and we're happy to save the money
).
It comes up at month end drink and meals out at work. Some people are annoyingly pushy (especially when they haven't asked why I don't drink) but most people are cool and suggest non alcoholic drinks.
I'm positive that when I started with a new team at work, the team assumed it was because I had a problem with alcohol or I was pregnant (neither was the case) but didn't ask me until months later. When someone did finally ask, I could feel the table go silent and everyone wait for my answer, which was totally boring. I think they were expecting me to announce I was pregnant or something.
I was also vegetarian and avoided eating any sweets in the office (although they made me totally uncomfortable and on my last day with that team they bought a cake and everyone watched me eat it), so I know I was the odd one out who had a lot of explaining to do.
I still went to drinks and ordered juice or fizzy water with lemon. If it wasn't too busy, I'd ask to have it in a nice glass so I could still feel fancy.
Non drinkers deserve nice things, too.
Not that you need an excuse that satisfies other people's curiosity, but DH used to say he was allergic to alcohol and that shut people up. His reaction to the 'allergy' includes loss of inhibitions and inability to walk in a straight line.