Why do people play the lottery when there's a minuscule chance of winning?  

It's the hope and false promise that money will make us happy.  Just like the hope that thinness will do the same.  Sorry folks, but this is mythology on both counts.

In an experiment with low income participants, simply feeling poor led them to spend more money on lottery tickets.  In fact, the lottery's biggest supporter is people who really can't afford the discretionary spending to begin with.  The greatest percentage of lottery tickets are sold to individuals with a household income <$12,400, and they are spending an average of 5% of their income playing the lottery.  That's approximately $50 per month on a roughly $1000 per month income.  Mathematical insanity.  

Similarly, your odds of naturally maintaining a weight that meets the thin ideal put forth to women in our society are about 5% if we look at a statistical bell curve where 5% of people are naturally at the low end, 5% are naturally at the high end (yes, some people are naturally heavy) and the vast majority fall in between.  So the expectation that we can all achieve that level of thinness without extreme (disordered) behaviors is ridiculous.  Yet so many Americans have bought into this.

According to the National Weight Control Registry, of the people who attempt to lose weight, only about 5% are able to lose the weight and keep it off long-term (defined as losing 30 lbs and keeping it off for at least 1 year).  The behaviors they have to use to keep it off are pretty extreme — rigidly monitoring their food intake, weighing themselves at least weekly, exercising an average of 60 minutes every day.  You might even consider some of these behaviors disordered. ( I'd be curious to know how many people on the NWCR have an eating disorder.)

Why do we keep trying to achieve something so statistically improbable?  The same reason poor people keep playing the lottery: false hope.