They care about leverage. Does it matter to you that nobody knows you did/do drugs? Then you are at risk of someone using that as leverage against you.
Yup. Increased potential for addictions like gambling, spending, sex, ideology, drugs or gossip makes someone a liability. A health-nut, teetotaler, nerdy dude (or dudette) uninterested in sex, doesn’t talk much and able to resist and report manipulation or pressure would be ideal. (“Boring is beautiful.”)