People have a wide range of different responses to both exercise and alcohol (along with everything else). For me, exercise does feel like it helps but it also takes physical and mental resources. Also, I tend to exercise more when I have more time available, ie. when I'm less busy and under less pressure, so there's a pretty strong confounding factor involved.

Used for relaxation, alcohol is a quick-fix solution but sometimes that's what you need. A crutch is great for a few days when you've got a sprained ankle and still need to march. Just don't make it a permanent part of your life.