I grew up in an immediate family where everyone drank, but we had relatively close wings of the family who were non-drinking Baptists. My take is that family events that have some history to them and/or broader understanding that “we don’t drink here”, it doesn’t need to be said. For events where there is a family history or established history of this event being one with drinking, it needs to be explicitly stated if you are changing that.
For broader social gatherings it’s going to be very contextual, I think. If I was invited to some sort of Islamic or Mormon celebration, I would not expect to be served alcohol, and would not expect they need to tell me that.
Now as to psychoanalyzing people who would opt out of a dry party, that’s a bunch of horse shit in my opinion. I have people I’m happy to hang out with without drinking, and I have other people that I’ll tolerate hanging out with, but probably not that long, and probably not that long without some sort of incentive. For example, as my elderly relatives died off and my extended family became more fractured, the “Baptist wing” is mostly made up of more distant relatives now. I have had interpersonal negative relationships with these people for many decades. They are not generally fun people to be around. If they wanted to have some big family get together, I’d be inclined to not go at all, but maybe I would show up just out of some sort of ancestral fidelity if I could have a few beers. But the core issue is these are people I don’t have much desire to see to begin with.
Most of my surviving family are family I never much liked to be honest, and I wouldn’t be willing to be “put out” very much to see them. If my family that I was much closer with was still around and had a dry party, it’d be a different calculus.
For weddings, leaving during the reception is not bad form, it’s actually normal. I would definitely be more likely to stay late at a wedding reception serving alcohol than one that didn’t. For the simple reason that wedding receptions with alcohol tend to turn into long social gatherings, ones without, people generally start to head home after the meal and after the various rituals that take place in the reception (the various toasts and cake cuttings etc.)
I would say if people I didn’t know that well, say “extended friends” that I don’t normally socialize with, invited me to some gathering and it wasn’t an explicitly religious gathering, and they made a big to do about it being dry, I would be unlikely to attend. Why? In my long years of experience most teetotalers have other personality features that tend to be held by people I don’t much like being around. I don’t really like preachy people, I don’t like excessively religious people, I don’t like judgy people. The “out” teetotalers tend towards all of those things in my personal experience.