Well I'm not surprised that a class on etiquette is going to make a point of teasing out the finer nuances of social interaction, but in most cases a simple "no thanks" will suffice. Most people don't care because in the real world there are plenty of people who don't drink (e.g. recovering alcoholics, designated drivers, people with health issues, legal issues, safety concerns, religious objections, or even people who just want to wake up on time for work in the morning).