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 the gambling addicted, gambling is a form of extreme sport since its very likely that they have ruined their lives by going into debt that they cannot hope to repay in their lifetimes.