My alcoholic ex, who is dead now, said that being addicted to gambling is the worst thing. He said gamblers would sell every scrap of furniture in the house to place another bet, as they are convinced they are going to win and win big every time. Alcoholics, after heavy drinking for weeks on end with no food physically cannot continue and have to quit for a few weeks or months. Gamblers don't have that physical dependency on their addiction making them ill. There is no incentive for them to stop.
Gambling is obviously the worst, followed by drinking, then smoking. A gambling addiction can lead to debt, bankruptcy, theft, worse. Alcohol abuse can quickly lead to death, violence, neglect of self and others. Smoking is the most manageable of the three, even though it's still bad for your health, costly, and makes you smell bad.
I suppose with smoking and drinking, at least you ARE getting something in return for your money. But you get nothing if the nag you put £20 on at Chepstow to win comes in last.