If you do get drunk 3 times per week I think you have (or shortly will have) a problem. Alcohol works as a AD for a short while but it is actually an depressant- so you're using it to 'medicate' yourself and instead ending up feeling worse. Zoloft influences the same centers in brain as alcohol but works longterm- so maybe that's why she wants you do take it? (BTW Zoloft and alcohol? not a good match. Surprised your Pdoc didn't tell you...)

However, your T shouldn't be spending sessions arguing with you about this- this is not therapy. It's your prerogative to drink as much as you want. You can't be pushed into not drinking (you can be into lying about it though). If she can't deal/work with you otherwise she should let you go.