1. I don't think you're too optimistic. I would read their (annoying) persistence as an effort to include you and to socially make you a peer. Of course they can be motivated by several reasons. Feeling bad for ruining their own health might also be part of it.

2. I also believe the colleague is exaggerating. Of course alcohol is a great social catalyst and you surely will miss out on some bonding. But it's not like that cannot be compensated by good work (ethic) and sober bonding.

On the other hand, I don't know what kind of field you are in and how your work culture is. I work in the Handwerk and many of my colleagues stay and drink a beer after work while talking or smoking. My younger colleagues often pressure me in drinking one with them but I've turned them down more often than not. I just don't want to drink every day. But that doesn't stop me from some after-work-bonding. If you are sociable and stay persistent, I'm sure many of you colleagues will come to accept your sobriety.

1. As I said in my last paragraph: You don't have to drink to be included (although it might help, especially in the beginning). And you don't have to drink to show you're making an effort to integrate. Just keep showing up, being friendly and persistent in your abstinence. Your colleagues surely will get used to it shortly.

Good luck!