It is important, however, to keep intake at a reasonable level - as to not interfere with personal and work life - and understand that a few drinks are a temporary and not permanent, solution. Remember, too, that exercise and taking on a new hobby are even better solutions at controlling and eliminating stress and handling rejection.
Yes, people should drink alcohol when they are rejected, because alcohol is a suppressant. In moderate qualities, alcohol makes people forget about their problems. Life is hard, and throughout the history of time, people have been using alcohol to make themselves feel a little bit better about it. There is nothing wrong with this.
It depends on what you mean by 'turn to alcohol'. Sometimes folks having a bad day or dealing with rejection 'need a drink'. If the drinkers are of legal age, this in and of iteslf is not automatically a bad thing. Using alcohol as a crutch is bad. Alcoholism is a disease and binge drinking is very harmful.
A strong link between alcohol and depression has been demonstrated in independent studies across the board. When people turn to alcohol after being rejected, they are self medicating to numb the emotional pain. Alcohol gives a person a sense of being carefree, but the drug is a depressant. Therefore, drinking alcohol after rejection will only make a person more upset and sad in the long run.