Canada

Problem with these is they state some tiny amount equivalent to like half a glass of wine as the most you should have in a day, even though in the real world.. basically anyone who drinks has a at least a little bit more than that and the moderate majority are fine and not on death's door. I know 70 and 80 year olds in the pub who must drink 10+ units a day (I actually notice the oldies are the worst for wanting like 6%+ ABV beers) and are still there doing fine. So it has a bit of a "boy who cried wolf" effect to slap warnings on about drinking more than 14 units a week / 2 a day / whatever when at least in the UK like "everyone" drinks more than that. It just becomes a lauging stock, "look at that silly over-cautious nanny label". If there should be any warning, IMO it'd be not to binge. If you can't remember what happened the next morning, you drank too much, and it's if you do that too often that it's a major health risk.

Drinking more than these labelled amounts isn't good for you, but health warnings should be more closely aligned to "really bad for you" to be taken seriously imo.

We know it's bad for us

You have the knowledge in the back of your mind. The warnings make you have it in active thought.

we don't need a nanny state

Do you truly believe consumers usually/always make rational and reasonable decisions, that don't go against their own interests?