In the strength of its inward-directed surface-tension force, water is the champion of all liquids.
Its surface tension is so strong that water resists being stretched outward at all, even into the three-dimensional shape of smallest surface area: a sphere.
Water knows that it can have an even smaller amount of surface area by simply lying flat and refusing to extend up into the third dimension at all. So pure water won’t make bubbles of any shape, at least, not bubbles that will last for more than an instant.
Soap has the effect of reducing the surface tension of water. It weakens it enough so that the water’s “skin” can be stretched into three dimensions.
Alcohol has such a low surface tension that it won’t make bubbles at all. It would be like trying to blow bubbles with ordinary chewing gum that has virtually no elasticity.