The reason most gambling addicts are poor or middle class is because they are looking for any hope of becoming wealthy, or at least living a comfortable life, and they believe they can easily achieve this through gambling.
The more they lose the more pressure they feel to recoup their losses, ultimately becoming addicts. While Rich people on the other hand, don't need all that. They either gamble for fun or as a form of challenge and to show off to society. Therefore, they are not under pressure and do not become addicts because they simply don't need it and can easily recoup their losses through their wealth or their own businesses.
In a way this is true poor people see gambling as a chance to change their lives for the better to become rich. And maybe they keep playing not because of the pressure from previous losses and the desire to win it back although there is some truth in that too. I think they continue because they are still hoping for that jackpot that will change their lives. In reality there are very few players who win big but such people do exist. And the poor who keep losing continue to play simply because they are waiting for their chance. It is easier to spend a couple of dollars on a game in the evening than to organize something start their own business look for a better paying job or get a new qualification.