Many gamblers behave as if gambling is going to end in one day. They bet as if they will win that day. Due to such a situation, the gambler has to lose. If gambling could be accepted naturally by gamblers, this situation would not have happened. When someone cannot control themselves after hearing the sound of the slot machine, then their attitude is like that. They think that it is their last day to gamble.
You are right, in fact for some if it is the last game why do they stop playing in the casino for the rest of their lives, it does not attract them at all because their first experience goes badly, of course everything is an excuse, everything is something different from how others must see it, that is why on a personal level each person has a different perception of what the game is, sometimes the sounds, the things that are experienced are part of the game because that is what their Entertainment is based on.
In fact, gamblers have quite a few reasons to play slots, because everyone really sees something of their own in this game and is looking for a sensation that will bring them pleasure.
For many, slots are like reading a book, only interactively, because there is a sense of travel, when literally around every turn there can be a huge prize. That is why slots are often designed as adventures.
One reason is that there are no rules in slots, very simply but yet powerful games that turn everyone into a addiction. And if by chance you can visit a land base casinos, you can see that slots is one of famous games as all slot machines could have been taken in a given night, pushing the casinos to make a lot of profits out of those slot machines. And every new slot games are totally different, with different themes and then the sounds of it, as what the OP is pointing out, to influence players.
So it's really that psychology of a slot games that make it's very attractive, with the visuals and the sounds on the background to attract us. Maybe some of us have hit high multiplier with slot machines that's why they keep on coming back and hoping that they can duplicate their success.