Actually, there's a very good reason for that. Recall that very few abused drugs are taken orally, as alcohol is, but generally are sniffed or injected. Exceptions to that are hallucinogens, but that's an entirely different class of drugs and a different topic. Here's a really short course in basic pharmacokinetics. Any substance that you swallow -- food, alcohol, pills, etc., will be digested and absorbed into the bloodstream through the intestinal walls after it has been metabolized by the liver. At that point, a substantial proportion of what was ingested has been metabolized to a different form and has now become waste and will be excreted, never to enter the bloodstream in its original form, or to reach its target (in the brain). Other forms of administration, such as inhalants and injection, bypass that first pass metabolic step, the liver, and enter the bloodstream directly. In this way they also reach the target area much, much faster.
If you drink alcohol, presumably you can gauge your intake (most casual drinkers can, anyway) and drink not really to get drunk but because you enjoy the beverage itself. Someone who inhales certainly would have a different objective and would reach that (and probably beyond) almost instantaneously. There would be no modulation of the intake by liver metabolism, no gauging at which point the intake had become dangerous. Not only would the intoxicating effect of the alcohol be instantaneous, but the effect will be greatly amplified because of the dosage, and will also amplify all the (unintended) side effects (it will go to all areas of the brain; ethanol is not very selective) and can easily, in that form, cause severe, irreversible damage. This is extremely dangerous.
I hadn't heard of these devices being used for anything other than alcohol research, but would have been appalled and I'm glad that this won't be marketed as a recreational device.