I once heard a statistics professor explaining he played the lottery. His reason? It was fun. Period. He said one may spend $10 on a movie ticket and be entertained for a few hours, but one would end up $10 poorer with 100% certainty. On the other hand when he spent $10 on a lottery ticket he was entertained for days just thinking of the possibility of winning, and he might end up a lot richer, but it was not a necessary condition for him to enjoy the fun it provides.
With a slightly better imagination he could save the $10 and daydream for days about a close relative/friend winning the lottery and gifting him a substantial chunk of the money.
Likewise, anyone could fantasize about getting a windfall of mountains of money from far likelier events, like an unknown relative willing their fortune to you. Sure, it’s unlikely, but it’s more likely than winning the lottery. You don’t need to play the lottery to do that.
Using this model, it's difficult to explain where new smokers come from.
In general, you're not on firm ground when someone says "I enjoy X" and you say "no, I can tell what you enjoy better than you can".
What's the probability that someone on SSI will be a millionaire before they die?
What's the probability that someone will become a millionaire by playing the lottery?
Which is a larger probability? It's possible that many people aren't as dumb as we think.
Probability being on SSI makes you a millionaire: 0%
Probability playing the lottery makes you a millionaire: Very close to 0%.
Probability being on SSI makes you poorer: 0%
Probability playing the lottery makes you poorer: Very close to 100%.
This isn't how it works, because the expected value, in monetary terms, is negative once you factor in the cost of the tickets. Statistically, it is a quantifiable unimprovement.
That said, lots of activities have negative expected monetary value, like going to the movies, or going bowling. And it is theoretically possible that you will find an envelope in the bowling alley parking lot containing a million dollars, but let's not pretend that both bowling and playing the lottery are anything other than entertainment products at the end of the day.