I agree 100% with your first statement. But remember that you are a rational person, not affected by addiction to alcohol. Some of these folks are not. That isn't to excuse what they do, but it is to say that of course it doesn't make sense to any of us.
I do know folks who routinely bring special beers or other liquor home with them. I know it is allowed, but for me, it isn't a spotlight I want to potentially cast upon myself, much less give passengers in the area (regardless of carrier), the impression that we've been drinking. Even if it was totally legal, well within the regs, and not affecting performance. There are enough nervous flyers out there, no reason to give the paying public (who fund our livelihoods) a reason to doubt our professionalism. That isn't to say that I haven't enjoyed a beer with dinner on a layover when it isn't an issue, but I've yet to taste the nectar of the gods delicious enough to need to bring home with me on a work trip. Spoiler alert, they are all the same, wherever you live.