Alcohol is embedded in the history of the world, and has been drank by pretty much everyone since long before Christ/the Common Era. Marijuana, as a newer thing to the Western world, has no such history to give it immunity. And since marijuana is illegal, it's not extremely difficult to make the argument that you're legitimately more likely to run into shadier company if you use it vs if you use familiar alcohol.

And a side note: Depending on what environment you grew up in, alcohol can very well be considered a gateway drug.