Early on they learnt (either from example or experience) that money can buy happiness. Therefore more money=more happiness. Unfortunately, money has a strong diminishing return on happiness (when you're poor, a small amount of money buys a lot of happiness. When you're rich, you don't gain much from even a lot more money).
They end up chasing happiness in the form of money. But not matter how much they get it's not enough. Maybe the next thousand/million/billion will do it...