Of course drinking helps with anxiety! In fact, a glass of wine can completely tame anxiety in the short term and make you generally lighter and happier. But it's certainly not a strategy for continued anxiety.
What's most notable is how many people, including apparently doctors, can't wait to tell people to get on drugs for mild-to-moderate anxiety as their first line of treatment. It's absurd and typically laughable. MOST people suffer from some level of anxiety--look out the window, the world is fucking bananas and we're all wired into it--and anxiety is a natural reaction to your environment. If you're not anxious about the world you're living in, you're probably not feeling at some level, or you're incredibly evolved and/or grounded. Sure, there are people who have severe anxiety that might need to go on SRI drugs, but for the rest of the society, no need at all.
To repeat: If you cut out caffeine, and take up some form of intense exercise for 20 minutes + a day, you can probably cut a good portion of your anxiety. Dr. Mark Hyman, Andrew Weil, etc., have lots of simple, non-drug strategies for reducing anxiety.
For me, pussy works wonders.