Marijuana--and indeed almost anything--can be psychologically addictive. As our brains operate chemically, it's a bit misleading to say that psychological addictions have no physical component. Dopamine, a neurotransmitter, is a key player in many (all?) psychological addictions. But to further complicate matters, dopamine is also heavily involved in the withdrawal process of some harder drugs, such as methamphetamine.
Because the line between physical and psychological addictions is so fuzzy, some professionals eschew the distinction. Still, it seems productive to discuss the nature and severity of withdrawal symptoms for each drug, even if we don't split the drugs into two camps. From that perspective, marijuana addiction is less severe than addiction to heroin, alcohol, and so on.
Well, I really can't understand how people can be addicted to gambling. Doesn't mean it's not a problem for some.