IMHO this is because of alienation, a loss of community, strong personal bonds, lack of goals.
There's a famous experiment that sums it all up perfectly - the one where animals were given an unlimited supply of cocaine and they took it until they basically starved themselves to death. But when they put the animals in a nice stimulating environment with toys and friends to play with they basically ignored the drug supply.
So yes, providing govt run shooting galleries will stop people from dying and you'll make them slightly less miserable but those people will still live lives that you wouldn't want for your children. They have an illness that needs to be cured.
I think you're referring to the Rat Park experiment (https://en.wikipedia.org/wiki/Rat_Park), and (as always) its conclusions are not as solid as the myth implies. That's not to say its results have been disproven, but they haven't been confirmed with other studies either.
It's complicated for some people to admit the 'war on drugs' has failed maybe, but that's a different issues all together.