That makes sense, the reward system in your brain is there to reward success in tasks so that you chase rewarding actions and put the effort in to achieve that. What happens with gambling is that you get the buzz of winning but the game is usually is set at such odds that the overall average profit is given to the business running the game. I would relate it to hunting game or something like that, it can be a long task and meat is useful to eat so worth it but every gambler must decide if the effort put in really pays off I guess
I was also thinking the addiction could be to the flight or fight response instinct people have.