some people will enjoy the thrill of making and losing money more than other people
it varies
it's normal too that we have different preferences on what to do with our free time and with our money
no big deal with that
the problem is when our habits starts to interfere with living a good life and when we start to hurt others
This is just like the people that enjoy bungee jumping and other extreme activities, as on the surface it may not make much sense for people to risk their lives and their health when they seem to gain nothing from the activity.
However for those people it is completely worth it, as what they are after is the adrenaline rush they may get and that makes them to feel alive, so I really think that many of those that become addicted gamblers have a similar way to think about gambling, and that is what ends up getting them into so much trouble.