Even though they are more damaging to health than many drugs, you can't do it practically as prohibition in America showed.
Alcohol especially you can't make illegal because it is unenforceable. I can put sugar and yeast in some water and leave it and it will turn to alcohol and I can drink it. How are you going to enforce against that when there would be millions doing it.
To a lesser extent the same is true with tobacco. I can go to France and bring back 10kg in my car. There is nothing much that can be done to stop it.
I also think that alcohol is huge cultural importance. It has been part of how we socialise for thousands of years so it would be a shame to stop it now even if it is bad for us.