Perhaps baking simply doesn't get hot enough? Alcohol DOES cook off in the wok/frying pan/whatever on the top of the stove, when we use it as flavoring. Of course, we're generally not using half a liter of it, either.
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375*F is about where the oil would be, which is the same as the oven. Plus, the cake is exposed to the heat significantly longer than the fried tequila.
As MillCreek noted, the "crust" formed early in the baking process seals in all the moisture where it goes to flavoring and making steam to make those nice air bubbles that give cake its texture.
The "splash" of alcohol that is used to deglaze a pan or to flavor the dish is open to the air. It has a place to evaporate to.
Piece of pie figuring this out if you have studied the chemistry and mechanics of cooking.
stay safe.