This is true, for many people playing the lottery is a means to attach a nonzero probability (no matter how small) to a fantasy.

For myself, I'm uncertain how much of a fantasy it would really be to suddenly hold ~$1B (though I obviously wouldn't hesitate to try..). But have you ever played a video game, then discover an exploit or cheat code to give you everything you want, then realize how boring and pointless it became relatively soon afterwards?

Part of me wonders if shuffling all the way across Maslow's hierarchy of needs in the real world would have the same psychological effect. I think we crave a certain comfortable level of struggle.