They do if they are poorly run. The critique a socialist would make is that it is mechanically impossible to run a capitalist society in a fashion that reduces desperation to an appreciably low level. There are fewer theoretical reasons a socialist society should have this problem though practically any particular government and situation can get messed up.

If a socialist state fulfills its mandate to provide what it can for the betterment of its peoples condition than it would see many fewer cases of addiction than traditional capitalist economies with little or no socialism as a safeguard against destitution. See the Nordics, as per usual.