Yes and no.
Several studies (e.g. here and here) indicate that contaminants do leech into bottled water from the PET. Since consumption-strength alcohol typically contains at least 55% water by volume and other substances dissolve in ethanol more readily than in water, it stands to reason that this effect will occur at least as much (and likely to an even greater degree) when PET is used for packaging alcoholic beverages.
However, these studies make it clear that the substances detected are not the PET itself, but Non-Intentionally Added Substances (NIAS). In other words, it's contaminants in the PET that are the key here.
So what it boils down to is that the considerable controversy surrounding the safety of PET for these application hinges on the quality of the PET. Raw PET materials from dubious sources (typically from Asia), partially recycled PET and containers produced using less than perfect quality control can all contain substances that only a proper laboratory analysis can reveal. In other words, when you bottle in PET you don't know exactly what you're dealing with.
On the other hand, this problem is absolutely not limited to PET! Metals can leach into reverse osmosis water from stainless steel and other metals used in piping, tanks and equipment. Potable water (be it from tap or bottle) is routinely contaminated with microplastics to the point where the average person has detectable amounts of plastic in their blood, and you don't even want to know what's in the air you're breathing right now or in the food you're eating every day.
So the short answer is "Yes, contaminants may leach out of PET bottles into your alcoholic beverage," but how worried should you be about that in comparison to every other bodily contamination that we are being exposed to every day of our lives?
PET is generally considered safe for packaging water beer, wine and vodka, and it has been in use for decades. Today about 1.5 billion (!) bottles are produced and used for that purpose every day. If this constituted a significant health hazard, we'd know about it by now.
So the take-away is that using good quality PET should be nothing to worry about. With dodgy PET, though, you're off the map - here there be dragons.