I do not believe it is solely psychological, although that can be a factor as well. I think that while it isn't likely due to other ingredients being psychoactive, other ingredients can affect the absorption and metabolization of alcohol. For example, fructose is known to greatly increase the metabolization of alcohol. Carbonation slows the absorption of alcohol. Everyone's body is different, so it makes sense that different alcoholic drinks would affect them in different ways. Genetics are known to affect the effects experienced from alcohol, its metabolization, and the severity of hangovers, so perhaps it's possible they may affect these things on different levels for different types of alcohol. I have noticed that a high number of people seem to be not able to handle Tequila, but I don't know whether it's due to the Tequila itself, set/setting, how they take the Tequila (whether they mix it with something, whether they drink it straight), whether they've eaten beforehand, or whether they've experienced alcohol poisoning from Tequila in the past and so are conditioned to associate it with that experience, etc. There could be a lot of factors at play.