I believe one reason rich people don't get addicted easily is because they typically think differently than most people, especially when it comes to money. From what I know, rich people usually only dare to allocate a large portion of their money to something that makes sense and generates profit.
This means gambling isn't included in it; they simply view it as nothing more than entertainment. I'm convinced that the outcome of a game, which relies solely on luck, prevents rich people from taking gambling seriously.