The problem is that drug control started with banning rather harmless drugs - marijuana, peyote, shrooms. And these are still the gateway drugs for most people. So the first thing one learns is that drugs aren't really risky (and much less than alcohol that everyone is tasting!), and that media is lying. From there it is a slippery-slope. Only some users feel confident enough to try riskier drugs.

Also, as MarkPNeyer said, a lot of drug users are rather depressed.