@BP:
The purpose of doing so is because they feel according to God that Christians must be "an example". If Christians, for example drink wine until they're drunk and rowdy, this sets off a bad example to non-Christians, making them more distant from Christianity and God himself.
This is why some ecclesiastical authorities coax pious devotees to limit their alcohol intake. Although it is not against Christian law to drink wine as it isn't written in the Bible, it is recommended to limit the amount a follower drink to prevent setting off any "bad examples".