Alcohol is like that the same way tobacco "calms" you down and a coffee wakes you up:

If you weren't drinking coffee, you wouldn't depend on a substance to "wake up"; if you weren't smoking, you wouldn't depend on a substance to "calm down"; if you weren't drinking, you wouldn't depend on a substance to have fun.

You're a hikikomori, or so you said. Since you spend so much time alone, why don't you read some history? Especially about alcohol (and tobacco - these two go together). Realize you're a tool for capitalism. Not necessary to do this though; you could simply take a look at all the alcohol advertisements and realize what they're promoting. Learn some Business 101, and you'll see through these advertisements, and even worse, you'll be disgusted at first.

Tl;dr you're drinking not because you want to, but because you're indirectly told to; you think alcohol is good not because it is for you, but because you're told it is. The way you were told these things may be direct or indirect, via advertisements, movies, music et al.

Want to stop being depressed? Start educating yourself. You can also try to find some Cannabis to smoke, it helps certain cases, but can worsen others, so if it doesn't work for you don't continue doing it.