There's nothing wrong with enjoying an alcoholic beverage alone, if you like the taste of the beverage (which also happens to contain alcohol).
Occasionally I like to have one or two ales in the evening, because I enjoy the taste, but I won't have more than a couple my objective isn't to get drunk, which on your own is an unwanted side effect of the tasty drink.
Similarly a glass of wine can be a nice accompaniment to a good meal, but I view that as part of the meal itself and not actually as the act of drinking.
However, there is something wrong with drinking an alcoholic beverage you don't enjoy or like the taste of, alone, only because it contains alcohol, because then you're just after a fix of a mind altering chemical, which isn't really good to do on your own and is usually a sign of underlying problems (like depression, where you can't stand your own company or you can't stand to be conscious or face the world sober).