I can’t answer about why you wouldn’t normally bruise, but when people drink alcohol, the skin becomes flushed. This is because one of alcohol’s effects is to open the arterioles that feed capillary beds. It’s also why it’s not a good idea to drink alcohol to warm yourself; you’ll feel warmer because your skin is flushed (the same reason why inflammation tends to feel hot), but you’ll be losing heat more quickly in contact with cold environments. Your typical bruise comes from the capillary beds being damaged, thus if you are drinking and have more blood in your capillary beds, you’ll be more likely to bruise.

You might just have pretty efficient arterioles that close off the capillary beds. You might also have very osmotic interstitial fluid, which means your cells are at the same osmolarity, and would tend to ‘suck up’ the blood that would be otherwise ‘lost’ (as in, out of place in the area it’s in) and distribute its contents.