Their need for instant gratification, the pleasure centre in their brains triggered just enough to keep them ignoring the stress of their losses. Distracting them long enough to make them think they can win it all back and get back on top.
It's like playing poker in an interrogation room with a good cop and a bad cop. The good cop comes in enough to make you think you're okay. It doesn't matter whether you're innocent and you only lose a day of work or you're guilty and lose your freedom, you still lose.
People go in thinking they can beat the system and the rare few do, but most don't. Overall, the house always wins. That's why the doors are still open and they earn yearly profits of millions of dollars while a whole bunch of their patrons gradually lose their homes and the shirts on their backs.