So why do TV chefs persist in telling us that it burns off during cooking? It firstly raises some serious issues about their knowledge of food science. But, secondly, it's perpetuating the myth because they are seen as experts. It's something called False Authority Syndrome, where we believe something because someone 'expert' tells us it is so. I've written about this several times (see here and here and here) and the need to check facts before accepting them. There has never been a time in human history when being a critical thinker was more important.
But, even if we set aside lofty ideals about truth and accuracy ... don't you want to know just how much alcohol you've had when you leave that restaurant and drive home?
Ref: Augustin J, Augustin E, Cutrufelli RL, Hagen SR, Teitzel C (1992). "Alcohol Retention in Food Preparation". Journal of the American Dietetic Association 92 (4): 486–8. PMID 1556354.