Since alcohol can be neutralized by heat, then there's no problem about using it to cook.
The major reason alcoholic wine is not to be taken by Christians is the intoxication of the alcohol in the body. That's why Proverbs 31:6-7 says:
Give strong drink unto him that is ready to perish, and wine unto those that be of heavy hearts.
Let him drink, and forget his poverty, and remember his misery no more.