Why does Dolphus Raymond pretend to be a drunk?

"Mr. Raymond is a borderline figure who confuses Maycomb’s neat social and racial categories. In the strictly segregated crowds outside the courthouse, he sits with the African-Americans, and Jem tells Scout and Dill that he’s had several children with an African-American woman – despite being from an old, rich family. Or perhaps it’s being from an old, rich family that allows him to live how he likes without worrying about what other people think.

Later, Scout and Dill find out that Mr. Raymond does care about what other people think, but not in the way they expected. His paper bag turns out to be hiding not whisky but Coke, and his constant drunkenness is a put-on. He explains to the kids why he does it: “When I come to town, […] if I weave a little and drink out of this sack, folks can say Dolphus Raymond's in the clutches of whiskey – that's why he won't change his ways. He can't help himself, that's why he lives the way he does” (20.15). Like Calpurnia’s speaking one language at home with the Finches and another at the African-American Church, Mr. Raymond’s double life shows Scout the compromises people have to make in order to live in communities where they don’t quite fit in."

He doesn't "have to" to make this compromise--he wants to, so as to live in peace with his neighbors, which is to me an important distinction to make; he sees how stupid racial prejudice is, but knows that lecturing his fellow townspeople about the error of their ways will only make them cling all the more belligerently to their racism. Dolphus Raymond is a kind-hearted and intelligent fellow, wise enough to work with human nature, not against it, and still live the way he wants to live.