Gambling is just so addicting because of the fact that you can win money at the first place and because its a game and games can be highly addictive if you play them for a while and you find them enjoying.
I agree the fun and the profit that comes in playing gambling game is highly addicting. If you are winning, you keep on asking for more wins. While winning, there is this feeling of happiness that you will experience and get addicted to it. When the situation is reversed, you still keep chasing your losses and the idea of taking revenge take place.