My friend doesn't have any wine, so I think I'll leave.
It may come across the wrong way to your friend if you leave solely for this reason.
I need to drink wine to go along with the jokes she cracked.
Just try your best to be nice to your friend for having you over. Just because you feel like your friend may tell bad jokes does not mean that you feel you need to drink just to get through them.
I'll do what I want.
That is fine. Just understand that it is going to make your friend upset to claim that they always tell bad jokes.