I believe it's something to do with a way to self-soothe your pain. A lot of these substances give you a little vacation away from your true self. Marijuana and psychedelics seem to amplify these issues, but people still use them to escape. I think people that use a substance just because they are interested in how it feels, they tend to not fall into the addiction, because they are merely following a curiosity rather than trying to cover up some kind of mental pain.