The Diels-Alder reaction between anthracene and maleic anhydride is preferred in xylenes over ethanol due to the potential for side reactions in alcohols. When maleic anhydride is mixed with alcohols like ethanol, it can lead to the formation of esters, such as ethyl acetate, which are undesired byproducts. In contrast, xylenes are stable solvents that do not react under the conditions of the Diels-Alder reaction, making them suitable for this process. Other effective solvents mentioned include toluene, hexanes, pentane, petroleum ether, and methylene chloride, which also minimize side reactions.