It could be because so many of them have used for decades and have experienced no long term effects? Since peer-reviewed studies into the long-term effects of marijuana are still lacking, most evidence will be anecdotal.
With weed having been (and in most places still being) illegal and not necessarily mainstream socially acceptable, some of its users might also have more of a need to "prove" its acceptability. With cannabis being more broadly condemned than alcohol (or at least having been so for several decades), it's no wonder if cannabis users become defensive. That might make some people want to deny any harm.
There's generally no need for anyone to prove that alcohol is normal or socially acceptable (in moderate amounts at least) in most of the world, because it already is.
There's generally no need for anyone to prove that alcohol is normal or socially acceptable (in moderate amounts at least) in most of the world, because it already is.