Although this article mentions many interesting reasons why (http://www.sciencedaily.com/releases/2006/11/061106144757.htm), I think that the main reason has to do with the delivery, quanity and quality of reinforcement.
Take alcohol or drug use (or hey, even scouring sites like myspace and youtube excessively): These activities give people immediate reinforcement. Oftentimes it is very difficult to eliminate a behavior which delivers immediate reinforcement (e.g., overeating) with a behavior that delivers delayed reinforcement (excercise --> better physique).
This could be looked at as a societal response as well - it is easier for societies to pollute in order to receive immediate reinforcement (getting rid of waste and participating in the burning of fossil fuels) vs. having them participate in activities designed to recycle and reuse waste in order to reap benefits in the future (Al Gore - eat your heart out!)
These examples highlight how important the immediacy of reinforcement is.