Because it's making profits, fun and joy when you're gambling.
I think it's not the only reason why we become addicted in gambling, money is involve if you win you want to come but for chances to get again of money and if you lose you want to come back again to get back the lose money. In fact we are happy if we win only, trust me you are alone if you are loser because the people is always in the side of winner.
Everything that involved money will make us more greedy. That is why we are not supposed to play for profit, if we do that then we wont feel satisfied unless we win alot of money. To win some small money is already a hard thing to do so to win bigger amount is almost impossible for most people so it makes us addicted and want to play more