Alcoholics drink to get through the day, Wyl is drinking because the veneer of his heroic persona cracked for a moment, bringing up his past. I don't remember which fight triggers that scene, but they're both goblins that knew him before he was the Blade, and were responsible for whatever event drove him into a pact with Mizora.
I'm not sure what people consider inconsistent about him.
That was triggered by the windmill incident.
I agree, he isn't inconsistent. His character does make sense.
