Why we Gamble. The reason of all sin is Dopa mine. 

It's our brain who makes us Gamble. we are not at fault. Robert Sapolskyexplains it really well in his lectures. I'll try to paraphrase:

 Dopamine. It's a "feel good" chemical, that plays a vital role in our day-to-day activities. It's what naturally motivates us to do things and rewards for successes. Its Dopamine who makes you smoke, drink & get wasted. So the reason of all sin is Dopamine. 

Sapolsky did his studies on primates (our closest cousins.) He put a monkey in a cage, and after light comes on ("signal") we train it to press a lever ("work") after which it receives a juicy grape ("reward").

 What we think has happened. That reward makes dopamine release.

what actually happened is different, The work process makes dopamine release. In anticipation of award is much happier feeling than actual reward,

When you know prize is certain, than we don't get that much happy. We become more happy when prize is uncertain. The bigger graph is indicating more dopamine release on uncertain prize. So, uncertainty, luck, destiny is more exciting and thrilling. 

 So by introducing a chance or a luck in our reward system we make participants explode with excitement. And that's why we gamble.