Gambling is addicting because it is a way for you to earn money without any skills required. Unlike other methods of earning money, you need to have qualification and knowledge, gambling dont. However, they dont want to know that gambling also make you lose instead of win.
That is one reason but I think people love the risk too and they like to take a risk and come on top of it, for example in trading you can lose your money too but with the right knowledge you can make money out of it and when you win you feel a rush of satisfaction.