Religion preaches moderation, not prohibition. Too much of anything is bad, including not enough - which is just too much of its absence. Abstinence is the opposite of indulgence; both are unhealthy extremes. As Roger Daltrey once sang, "a little is alright".
There are personal exceptions to this rule - it turns out that even moderation should be practiced in moderation for a completely balanced life. For example, if you're a recovering alcoholic, over-indulgence may reasonably be remedied with abstinence. As someone who does not live by the motto, "I'll try anything once", I'd be a hypocrite if I said there was anything wrong with deliberately choosing to indulge in or abstain from certain things for certain reasons.
Mostly, this is a collective philosophy, to be applied in response to exaggerated, black-and-white thinking: in which things are either all-good or all-bad; that if something is good or bad for one person, then that must be true for everyone; that to partake just a little is to go off the deep end; and that there is no such thing as indulging responsibly.
Moderation is the key to a balanced life.