Not weird at all. Lots of people don't drink for lots of different reasons.
Don't like taste, weight loss, recovering alcoholic, witnessed alcoholism, various illnesses/conditions you can't drink with or only very little occasionally so barely worth it, pregnancy (albeit temp), ttc, medication (my reason), cost, they're driving that time (again temp)..., some jobs require no alcohol consumption up to 24 hours prior to starting work, some people in certain jobs choose not to drink the night before work due to the nature of the work (eg professional drivers, those that operate dangerous machinery, medical staff...), religious reasons...and personal choice as in your case.
I'd be more wary of someone who had an issue with others not drinking. It can be a sign they have issues with alcohol themselves.
It's none of their business.
Ememem maybe being around people who are drunk, even just tipsy makes her nervous? I'm the daughter of a violent alcoholic and while it hasn't affected me that way it has my sister. She gets very anxious so avoids pubs, clubs, certain types of restaurants. Please don't press the point with this lady as this may be why and that's her private business.