On the other hand, 100% of us drink alcohol, and so far the only people I've met who are my age, from the US, and don't drink are recovering alcoholics and people whom I've later discovered are extremely anxious and worried about the possibility of feeling "out of control" (which is a totally valid reason not to drink).
People react that way because they take your statement as a moral judgement.
Even subjective "preferences" such as "I like soft-drinks" have logical consequences, or implicit decisions associated with them. I.e. "I am fine with hurting my long-term health because I enjoy the immediate rush of soft-drinks." Not every can live their lives in a completely evidence-based, logically-optimized way.
On alcohol and drinks in general, even at 30, I think people still care, especially the ones you meet for the first time. Simply put, not drinking alcohol may signal a bad past (alcoholism), or being a potential nut job (diet nazy or gym pumper on steroids). This is actually useful information in social interactions, so I do understand why it is so widely used. On the other end, being vegan is so much accepted and so common and fashionable right now that the signal you get out of it is rather poor, so it's used less to pre-select or to make quick judgments.
You say useful and understandable, I say shitty and judgmental.
By the way, how are you finding life in Munich as an Italian? I've been thinking about moving after I complete my degree, so I'm quite interested to see what other people's experiences are in that regard.
I'd sure appreciate it if you didn't spread that hateful FUD in this setting. There's quite a wide range between sedentary and 'gym pumper on steroids', please be respectful to those who choose to occupy a different place on that continuum than you.
Anyway. You shouldn't be surprised if people react incredulously when you're not just deviating from the social norm but opting out of entire categories. "I only drink water" is no different in that regard than "I'm a vegan" or "I only eat raw food". It's a perfectly fine preference, but you're going to be an exception and exceptions tend to stand out.
I'm German but don't like beer and feel rather dispassionate about football (or "soccer" to Americans). It used to take some explaining when I was younger (i.e. teens and early 20s) but at 30 I find that barely anyone[0] cares about it -- simply because they've learned that they don't have to agree with everyone about everything to be friends.
[0]: Except die-hard football fans who can't imagine anyone not at least enjoying the sport or uber-machos who think drinking beer is a requirement for being a man. But those traits tend to be obnoxious enough on their own.