Because naturally people are greed. When greed take over his mind , it will become addicted. Some people can't control the power of greed so they can do anything to keep gambling ( even they must break the law )
Greediness makes people to gamble and as we are gambling then we are hoping to earn big amount of money base on our luck.
And instead of aiming to earn it just comes to turn that we are becoming addicted to it because we can't just help to manage our time for it.
Even losing a lot of money still hoping for the big amount that you can possibly earn.