The simple answer is because, according to the gospels, Jesus drank. There are multiple instances in the gospels of Jesus drinking wine. According to the Gospel of John, his first miracle was turning water into wine.

There are also several verses where he defends himself against criticism of his drinking, as his critics said that he ought to live an austere life like John the Baptist, fasting and drinking only water. Jesus argues, essentially, that people ought to be celebrating his presence, rather than fasting.

Finally, according to the Gospels, at the Last Supper, Jesus commanded his followers* to eat bread and drink wine in memory of his body and blood, which he was about to sacrifice for them.

*(There are other interpretations of this story, but this is by far the most common interpretation. Although most Christians today, particularly Protestants, do not consider the fact the wine is alchoholic to be theologically significant, and so many Churches use non-alchoholic wine)

Essentially, when the founder of your religion drank alchohol, and commanded you to drink alchohol as part of your religious rituals, it's a bit difficult to claim that alchohol is forbidden to Christians.

Of course, there have been Christian-led anti-alchohol campaigns, particularly in the late 19th and early 20th century (most notably culminating in America banning alchohol temporarily), but this has generally been a minority view.