Yeah I firmly believe you are free to enjoy whatever alcohol you like, the way you prefer to drink it without worrying about getting made fun of. That said, if someone going to offer opinions like this I think they can expect a bit of push back so I don't feel too bad about writing the below :)

I imagine if someone seriously believes whiskey on the rocks is a drink for grizzled hard-men and that rum is for fancy lads[0] who can't handle alcohol then they're not particularly well versed with spirits, and are just repeating something they heard and thought sounded cool. Whiskey on the rocks is usually very easy going - and if you had something like sweeter like Eagle Rare, or delicate like Redbreast that's possibly one of lightest spirit-without-mixer drinks you can get. Then again, they might have just been joking.

[0] = I've used male-centric terms here because I cannot think of more suitable gender neutral ones, but I hope the intent is well understood :)