Do you think gambling addicts are having fun? Because when I stepped into the casino at 2pm, nobody looked like they were having fun, and the slots certainly weren't fun, despite all the flashy lights and sounds and manipulation around payouts.
I know sugar is bad for me, but I ingest it anyway. Why? Because I like the taste. The same for coffee and alcohol. The same goes for every other self-destructive behavior I indulge in.
I like the smell of cigarettes. I never smoked because I knew I'd like it a lot, and would not want to quit. Smokers I know like smoking.