It's the same as extreme sports, people like the feel of overcoming a danger. So when gamblers win they are happy not only because they got profit, but also because they didn't lose their money.
It is entirely different as in extreme sports your life will be at risk while in gambling it's just your money and we can make money here while we are just sitting. The thrill is what makes it fun and because of the money it makes it more a thrilling game that could really impact us on the outcome of our bets.
For some rich people it is only a money for them that they could just ignore being lost in an instant, but for some random person that really need money right now It is life threatening for them to just got lost all money on a bet in instant, because not all people think that it is OK to waste money in just a bet and they don't treat money as just.