At the risk of adopting the very reductionism I find most repulsive, I guess we chalk some of it down to Darwinian instincts. However, rather than cater to that instinct in order to increase our rolls, perhaps we can find and encourage opposing (but similar) instincts, while continuing to lay the ground to free us from our Darwinian roots.
[WS:] I think it is more than just an instinct to win - which I tend to agree with you that it is probably hard-wired in our brains through evolution. However, I think there is another component to it, the instinctive expectation of "manna falling from the sky." I think we acquired that instinct during our hunting and gathering past, where serendipitous discoveries (rather than mastery and transformation of one's surroundings) was the matter of survival. One can conjecture that people who developed emotional expectation for "manna falling from the sky" i.e. getting something highly prized by sheer luck - also had a better chance of surviving the harsh conditions during shortages.
I think that this instinct to expect "manna from the sky" explains the popularity of gambling, which is different from the instinct of competitive winning. Competitive winning is about your relative position in the group - you have a better chance to survive and reproduce if you are a winner. The "manna from the sky" winning, otoh, is an attitude toward the environment and external resources that was advantageous in pre-agricultural times, when people had no control over the natural resources, and expectation of serendipity was probably a major motivation to keep going instead of just sitting down and dying.
Wojtek