Hi Craig
The package inserts for Thalomid and Revlimid both warn against using alcohol while taking these drugs. Neither explains why, but references to "complications" can be found with a google search.
Neuropathy is a well known complication of excessive alcohol consumption, and alcohol is well known to exacerbate the effects of many drugs.
Drugs often act synergistically, sometimes beneficially, sometimes not. It is prudent to avoid taking any substance which is known to have the ability to cause the side effects you are trying to avoid.
FrankH