Yep, as others have said, he fell from the Kabals, rather than came up through the Gangs. As such, he's above using such course, low-brow things as "combat drugs!" I mean, he has some class! :p
To rationalise it, he probably does use drugs, just not any of the ones listed as giving effects ruleswise. So, he might use hyper-cocaine before going into battle, but what we see as his normal profile is him under the effects of hyper-cocaine. He just doesn't use hyperdrenaline or adrenalight or any of the others.
The other explanation is that he likes to have a clear head when piloting his sky-board, to better feel the rush of the wind without his mind clouded with stimulants and what-have-you, similar to why Lilith doesn't use them.
Lastly, he seems very much like an Eldar who wants to succeed through his own strength. When he returns to the Kabal in triumph, he wants it to be him, and him alone, who was responsible for his victory. He'll live or die by his strength alone.
It's our galaxy, you just die in it...