Is it permissible to say "I do not thank you" when refusing something forbidden, such as a cup of wine?

The believer should only associate with other believers, and should not mix with non-believers except for the purpose of inviting them to Allah or for a permissible worldly benefit such as buying and selling. This is based on the Prophet's (peace and blessings be upon him) saying: "Do not associate except with a believer, and let no one eat your food except a pious person," and his saying: "A man is on the religion of his intimate friend, so let each of you look at whom he befriends."

If a believer is compelled to mix with non-believers due to work circumstances or kinship ties, it is not permissible for him to sit with those who commit evil deeds. Attending gatherings where evil is committed without necessity and without condemning it makes the attendee a partner in sin, as clarified by Sheikh al-Islam Ibn Taymiyyah and Ibn Baz, who cited the verse: "And He has already revealed to you in the Book that when you hear the verses of Allah being denied and ridiculed, do not sit with them until they enter into another conversation. Indeed, you would then be like them."

Therefore, saying "thank you" to someone who offers alcohol contradicts the dislike of evil. Rather, it is obligatory to condemn a Muslim who drinks alcohol and advise him to abandon it. As for a non-Muslim, the least that can be done is to state the prohibition of alcohol in your religion.