Why is there so many calories in alcohol?

Calorie is a measure of stored energy. Drinkable alcohol - ethanol - stores a LOT of energy (cars can run on it) and it can be completely metabolized (digested) by human body. It does not always metabolize completely - but the average energy output is still fairly high.

Many alcoholic drinks, like Bailey's, also have very high sugar and/or fat content.

Actually beer is fairly low on calories (less than 2% milk or Coke) because it has relatively little alcohol and sugar.