I believe I was rejected after a job interview because of not drinking.
Another boss I had any a different job told me he fired someone for not partying with everyone else. If you went to these parties and didn't drink, the boss would harass you all night.
I agree with you that many people are just self conscious, but it's not exclusively that way.
This seems a reason so stupid to reject somebody that either a) they didn't like you but didn't want to tell you the real reason, but didn't care enough to think about a plausibly sounding fake one; or b) you dodged a major bullet as these people had seriously messed up priorities. I'd bet on a) but can't exclude b) completely of course.
The tl;dr is that people who are insecure will attempt to rationalize their feelings, and this frequently includes feelings of judgement and persecution from others where none exists.
Another boss I had any a different job told me he fired someone for not partying with everyone else. If you went to these parties and didn't drink, the boss would harass you all night.
I agree with you that many people are just self conscious, but it's not exclusively that way.