Nope, not at all.
I do not drink (have never drank), do not smoke (have never smoked) and do not do drugs. My boyfriend is the same exact way. A lot of my friends are the same exact way. It isn't a religious conviction, more subculture movement, called Straightedge (sXe or Straight Edge or xStraightxEdgex or one of a million other ways to put it). Rather than get into the long, drawn out explaination, here's the simplified version from wiki:
http://en.wikipedia.org/wiki/Straight_edge
Everyone's got their own reasons for their actions. My claiming Straightedge has been a guiding force in my life...the people I've met through edge and punk have been incrdibly supportive through some of the lowest points of my life. In many ways, it was that fraternity that made me the way I am.
.."two roads diverged in a wood, and I? I took the one less traveled by."