It's not just "whatever they are putting in" that makes them addictive or pleasurable. There's just something about inhaling through a little stick and breathing out smoke/vapour.

I almost got addicted myself when someone gifted me a nicotine-free e-cigarette. At first it was a curiosity, then I ended up puffing it regularly. When it ran out my mind went immediately to acquiring more, but luckily I was able to catch what had happened and learnt something about cigarettes.