Because gambling let you win in the first time because they know you will greed so people are thinking that it is easy to win big in gambling.
But they do not know it is gambling.. Also many gambling site are always offering some promotion. that can attractive to stay long in gambling..
It is part of the game, promotions usually require you to wager atleast 15 times your normal deposit and that means you are probably going to lose everything the time you actually managed to rollover the requirement. People are greedy and this kind of promotions are actually addicting which is why alot of gambling sites use this kind of promotions