It’s largely because of the cultural prevalence of alcohol which is why it is also readily accessible and legal. It is one of the most important substances in human history. It was very important in making dirty water drinkable and with time, humans refined the process of producing alcoholic beverages for the purpose of intoxication and/or flavor. Due to this, cultural frameworks exist which outline normal and acceptable use, and its so prevalent that everyone is exposed to it. This prevalence and also the ease of production, made it impossible to prohibit and difficult to regulate. Other depressants have a much briefer history with humans, cannot readily be made by anyone, and do not have the same cultural integration as alcohol. With this, alcohol use is seen normal whereas other depressants carry more of a stigma as they are either associated with psychiatric/neurological conditions or as illegal drugs of abuse. Either way, if you take depressants other than alcohol, you will often be seen as abnormal or deviant in some way by at least some portion of the general population. This has a powerful influence not just on whether people use these substances or not, but also on how much people who do use them hide such usage from others.
There are other factors too. Alcohol is unique as a drug in that it is a common culinary ingredient, and many unique flavors are achieved through alcohol. This leads many people to drink without seeking much intoxication at all, and it makes it more attractive to people of various tastes and backgrounds. This further normalizes alcohol consumption.
Then there is it’s effect profile. Yes it has a ton of uncomfortable side effects, is super toxic, and leads to severe behavioral problems quite frequently, but it also is enjoyable in a way that isn’t really replicated in full by other depressants. They may have less side effects and be less toxic, but there is something about booze that makes it useful both as a relaxing drug and as something to amp yourself up with. GHB is the closest and i prefer it, but I still think it isn’t a complete replacement for alcohol (it also has a bad reputation that is mostly overblown).