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A Research Scientist, a Psychoanalyst, and a Monk walk into a Bar...
This is a fantastic question which holds dozens of multi-faceted answers from different perspectives in distinct schools of thought: psychology, sociology, biology, physiology, neuro-biology, psychopharmacology, spiritually (etc.) In other words, there's a lot of right answers to this question that each hold a piece to the puzzle.
My Thoughts on Drug Addiction & Escapism
Speaking as someone who has experienced the physiological addictive qualities of the anti-anxiety drug my physician prescribed to me: clonazepam, I'd actually like to talk about how drug addiction might be related to escapism and avoidant behavior.
I'm someone who, as a result of significant childhood trauma, isn't that in touch with my emotions. When they do happen to bubble up from my subconscious mind in an uncomfortable way, I have noticed that I tend to immerse myself in activities in order to distract myself (long RPG video games, long books, TV shows, etc.) This is an unhealthy way for me to lessen emotional and mental pain and is something I've recently learned about myself.
Furthermore, I've implemented similar escapist/avoidant tactics when similar emotional situations arise with other people: acquaintances, friends, family members, romantic partners, etc.
While I choose immersion into media revolving around fantasy & story-telling in order to avoid pain and uncomfortably, I can see how someone can use pretty much anything - including certain drugs - as a way to deal with these situations.
I'm a un-embarrassed fan of the TV show: The O.C. and this is essentially what happens to one of the characters in the show; turning to alcoholism in order to escape the pain of a death in the family.
This is just One Point of View
As I established in the first section of this post, this is simply on possibility of a multitude of reasons why drug addiction may occur. I personally do not think there is a single cause and you'll likely find very different, but still very true, answers to your question from other people here on this platform.
Thanks for asking this very important question and I hope you have a great day! I've been enjoying checking out what people have to say on Musing.io - my new favorite DApp on the STEEM blockchain!