Its a cultural thing I guess. I don't drink alcohol, but I hang about with people who do. I don't recall my friends ever drinking vodka.
I'm a little bothered by this use of the word "white" for something colour-less. If you tell me that a liquid is "white", I'm going to think it would look like a glass of milk before I think of a glass of water.
I read "White coke" and I thought of a carbonated milky looking drink.
(I've only ever seen the drink on TV, so I really don't know.)