the reason why gambling is so addictive is because we believe we can out smart the system(house) or we get to carried away from our first win or loss and want to win back what is ours and it becomes a cycle.
That's not the real reason why gambling is addictive. The reason of most of the gamblers think that they are lucky enough and even how hard it is to win a single win as long as they think that luck is with them. They are going to keep on gambling again and again no matter what happens, even they are losing as long as the hope of being lucky is there.