Is it awkward to hang out with a friend at places where people normally drink, and you’re friend drinks but you don’t?

I don’t like to drink but I’ve been hanging out with a friend at a bowling alley, hockey game, golf course, etc and he drinks at those things but I just have water or nothing at all. We have a good time but I just can’t help but feel awkward and that he feels weird that he’s drinking and I’m not. Is this just all in my head and I should just do my thing? 😂