As the number of CH2 groups in ROH increases (H2O still fits in there), the dielectric constant decreases. If you think of these molecules as containing a polar component (OH) and a non-polar component (R), then the polarity of a compound reflects the balance between these two components. As the relative amount of hydrocarbon character increases, the polarity decreases.
So presumably you need to have a lower diƫlectric constant to succesfully solvate your complex. It's not a black-white thing (polar/apolar).
EXAMPLE
While KOH is very soluble in water, 1-bromobutane is not. Conversely, while 1-bromobutane will dissolve in hexane, KOH is completely insoluble. What's needed is a solvent that has just the right balance of polar and non-polar character. In fact, both methanol and ethanol are suitable choices.