The test is administered by breathing through a tube, and the results become apparent immediately. Indeed, this has something to do with oxidation of alcohol. As soon as the alcohol in the exhale reaches the contents of the test tube, the latter changes its color, and the police guys put you in the handcuffs. Or it doesn't, and they don't. That's a wonderful example of chemistry improving our life.
Now to the point of comparing different reagents.
- Permanganate itself is way too dark. When looking through its solution, you won't be able to detect any trace of any other color, let alone the products of reduction. Besides, the solution is rather sensitive and won't last long.
- Chromyl chloride is too dangerous. It is liquid, and the suspect is going to breath in some tiny droplets (and/or possibly vapors) of it, and that's not something you would want to happen to a human being.
- Hydrogen peroxide... have you ever seen it, really? It has the almost same color as water (that is, no color at all), and the reaction products have the same color as well. You won't be able to see a thing. Besides, this one is also too sensitive. Besides, it won't oxidize ethanol right away.
So it goes.