I like your opinion that addiction is a choice because we voluntarily seek gambling for fun but we choose to become addicted due to our greediness. There’s a lot of gambler that is not addicted and can play normally without experiencing depression despite having loss.
No one chooses to be addicted. Unfortunately, addiction is a mental illness, something that can happen to anyone. Even those who say they don't play much and have good self-control can become addicted to gambling or have other addictions. Usually, the problems that people have in the real world lead to addiction to other things.
For example, a good person loses his job and has a lot of bills to pay and doesn't know how to get money. This person starts drinking a lot of alcohol, months later he becomes addicted to alcohol, then he discovers gambling and becomes addicted to gambling.