Sex linked disorders occur more often in males because of their chromosomes. Women have XX and men have XY. If an X chromosome is faulty, men will have issues while women won't. That is because they have one extra X chromosome to take up the role of the other, faulty chromosome. Men don't have it so they have sex linked disorders more.
Answer: I would talk with them and tell them that alcohol in moderation is completely fine. So long as they are the legal drinking age. And that their first time to drink it I'd like for them to do it with me so we can tell what negative effects it will have on them. That and we'd know their tolerance for it.