The body can be fueled by four different kinds of substances.
Carbohydrates, fats, proteins, and alcohol. Which one your body uses is
partially under your control, but there is a natural hierarchy which
governs some of the fuel selection, and that cannot be altered.
Did you have an alcohol lamp or stove for camping when you were a kid?
Remember the clean burn of the alcohol lamp? Alcohol is C6H12O6 - sort
of an oxygenated carbohydrate. It's a really great fuel, and the body
knows it.
When you consume alcohol, it is not converted into fat for storage. Instead, it diffuses into your tissues, particularly adipose (fat) tissue, and just sits there waiting to be burned up. If you exercise - perhaps the day after a night out - there is still alcohol in your system, and the body gleefully consumes it to fuel your exercise.
"But that's a good thing, right?" you say. Maybe so. It does eliminate the alcohol from your system, but it also means that while you're burning alcohol for fuel, you are not burning fat! That's why a few nights out per week means that you're building up fat stores despite your cardio, or running, or spinning classes.
If a lean, tight body is your goal, remember that alcohol contains approximately 7 calories per gram.
Translating that into practical terms, just three glasses of dry white wine per week for a year will result in about 4¾ pounds of blubber. Only one beer per night for a year will net you 15 pounds of fat - not counting the fact that beer contains estrogen, responsible for comfortable hips and fat accumulation over the chest.