First of all not ALL celebrities are using drugs. I think you would have to ask the question why are so many people in America drug abusers?
I'm sure its the same for some celebrities as it is for any other drug abuser. Most people drink or do drugs because it's the only way they can be open around other people. They give them confidence to be someone they want to be. If you look around you you will see that some people have addictive personalities and some don't.
Probably the shy ones or those that didn't feel like they could act without some sort of chemical to give them the courage or take away inhibitions are the ones with the addictive personality disorders that didn't allow them to use once or twice or occaisionally.
Celebrities are just humans like you and I.