I'm one of those weird psychedelic-only people. The only intoxicating liquid I've ever consumed is Ayahuasca.
I'm the only person I know who has done LSD, but never been drunk. I don't know how well this will pan out over the course of my life, but it seems to be working for me so far. I accidentally go months, sometimes, without having any drugs at all in my system. The only psychedelics I've ever even felt a twinge of addiction to were the halogenated 2C compounds, and I generally avoid those now, as they've always produced fairly shallow experiences.
Anyway, yes, it does happen.