Neither my husband nor I are wine drinkers, but on 5 different occasions, we've been given bottles of wine, as gifts. Before assuming everyone drinks wine, it's better to ask and make sure. When in doubt, a gift certificate some place would be a better gesture.
Sometimes people may not be able to afford a generous amount for a gift certificate (especially for couples) and so rather than give one for a small amount they don't bother.
I think it's nice to receive any gift and if it's something I can't use (or don't like), I accept it graciously (not wanting to offend) and pass it on to someone who can use it.
Perhaps you could 'regift' the wine or serve it to guests around holidays/celebrations.