I'm a marathoner and also someone who does the occasional century ride so I can totally relate to what you're dealing with. While I've never gotten drunk before any of those races, I don't believe there's a single one that I didn't have a drink the night before. Or afterward. My next race, in May, will be the first one after a totally sober night.
As for what to say, without knowing your circumstances, I can say that my experience is that people really don't pay too much attention. And if you say that you're in training for a triathlon nobody is going to give you pushback. And even if someone does, just stick to your position.