I think that's more of an assumption based on social norms than something we can strongly conclude is true. Here is a study that suggests alcohol is one of just four 'high risk' drugs in terms of harm per user, and of those 4 alcohol is the highest-risk. Also alcohol is the highest risk drug at population scale, which we know:

> for individual exposure the four substances alcohol, nicotine, cocaine and heroin fall into the “high risk” category with MOE [margin of exposure] < 10, the rest of the compounds except THC fall into the “risk” category with MOE < 100. On a population scale, only alcohol would fall into the “high risk” category, and cigarette smoking would fall into the “risk” category

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4311234/