You guys realize this requires a complex answer involving how your brain works. It is about experiencing pleasure tied with learning and memory in your brain regions like the amygdala and hippocampus, which is part of the reward system, along with releasing dopamine and other neurotransmitters. I don't want to get into details you guys can google it, however the main point is, scientist classify gambling as an addiction along with other pleasurable activities like sex, even shopping for some people, it is not just drugs that you can be addicted to that was thought way back in the day.