While I'm not an expert, it's probable some things directly cause addiction by modifying something in your brain, while others don't do it directly with the chemicals but by other means

The divide is probably clearer with non-drug addictions, like gambling. Gambling isn't some drug that modifies chemicals in your brain and makes you addicted, and yet some people are addicted to gambling.

It's possible some drugs function like gambling, where they don't actually modify chemicals in your brain to make you addicted, but you can get addicted anyways, psychologically