If you are truly comfortable with your own decision to drink you will not see someone else's decision not to drink as a threat.
I've never suffered the line of questioning that people always talk about. Perhaps a single "Why?" which is easily answered with "Personal choice." And honestly, if you deviate from the "norm" a "why?" should be expected and factored into the decision.
There are other decisions where you can expect to be asked "Why?" For example:
I don't have a Facebook account. "Why?"
I don't watch movies/TV shows. "Why?"
It could be argued the "why" isn't important. The question isn't asked out of importance, but out of curiosity. They're curious why I made the decision I made, especially because it is an unpopular decision.
And saying that it's okay to be questioned for your choices just because they're not as common--I have to adamantly disagree.
"Are you okay?" they'd ask. "Yeah, I just don't feel like drinking." Of course, I let them know that it doesn't bother me if they go ahead and have a few. Surprisingly (to me, anyway), after the first couple refusals, I've had several of them tell me that they were envious, and that they'd like to cut back on alcohol, too. I told them to just do it -- it's not hard, and once you get past the first couple of weeks (month tops), you don't even have that urge to drink anymore. This was fairly recent, so only time will tell if they actually follow through.
The main thing for me is that they clearly respect my decision not to drink, a few of them seem to even respect me more for turning them down. I think that'd be very different if I were to make them feel judged or inferior for their own choice to imbibe, however. People in that situation tend to get dismissive and start to mentally justify their own behavior. It can really make someone grumpy ;)
It's really about the nature of the interaction that is the important thing. If they had told me beforehand, and I forgot.. then I'd feel bad. If they copped an attitude about their superiority, then I'd be dismissive of them. But their comfort / emotional state etc is entirely their responsibility as long as I fulfill my responsibility to make them feel welcome - and kowtowing to them is not part of that.