A few reasons.
Lots of ingredients have components that are alcohol soluble, so in vodka penne for example the vodka can easily extract flavors from the herbs and spices which then meld with the rest of the dish when the alcohol evaporates.
Sometimes it’s used as a deglazer e.g. white wine added to a pan after cooking meat helps get all the tasty crispy bits off the bottom to mix into things.
Sometimes the high rate of evaporation is a positive, pie crusts cooked with alcohol can be flakier and crispier since it evaporates out more quickly than other liquids.
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