I used to daydream a lot, in particular of winning the lottery, when I was a child, but I'm pretty sure it's something I was taught to do by family, teachers and mass media. (The first lottery with really big jackpots in my country had just been introduced, and everybody was talking about what they would do with all that money.)

We are not talking of something like tasty food or sex, which your ancestors brains were evolutionary adapted to seek since the time they were lizards, gambling opportunities did not exist in the environment of evolutionary adaptedness, you need some high-level cognitive processes to tell a lottery ticket from any random piece of paper.

It's not like everything is either evolved or relies on cold emotionless System 2 only. I mean, it's easy for people to get hooked on TVTropes, but it's not like it fulfils any obvious ancestral desire.