Myth.
Depends on tolerance, hydration, food in stomach, etc. Unless you're in a location that doesn't have quality control measures, commercially available alcoholic beverages will work the same on your nervous system.
It's easy to get confirmation bias if, say, one time you happen to cap a night of beer drinking with several shots and pass the limit of no return. Going forward, you'll probably convince yourself you can't handle liquor at all or after beer.
I prefer sipping a dirty gin martini or grapefruit gin martini (delicious).