Well, gambling addiction is just like any other addiction - the addiction is to the feeling produced by the act. In the same way as lots of drug users aren't necessarily addicted to the drugs themselves (certainly in the case of so-called "softer" drugs), they're addicted to the effects they get from consuming them.
Gambling addiction is an addiction usually to "chasing" the high of winning. It's a mental health-related problem in my view, so yeah, it's a medical issue.