If you're not taking your omegas with food, then chances are you're not absorbing them completely anyway. Straight fat will go right through the GI of most healthy people.
Alcohol washes away the lining of the stomach and small intestine, which means if you take supplements after an evening of drinking you're likely not absorbing them. The quality of you stool will indicate this. If it's loose, diarrheic, or there is a film on the surface of the water, then chances are that's fat which has passed right through you. If you drink like that regularly then chances are your absorption is low.
I also agree with what Maya said, that if you're a regular, heavy drinker then your liver will not metabolize fat as well. But your mileage will vary.