Maybe part of it has to do with a lack of self love and understanding about what drugs do or what is in them. The fact is that people who truly care about you won't make your use or non-use a condition of their relationship with you. Also, many celebrities are not leaders, they are followers who will do things to fit in or be accepted just like the majority of people.
Perhaps some celebrities fool themselves into thinking that one drink or one drug use won't hurt them when in fact it can start a vicious cycle for many people in the limelight and not. In fact many people begin to self medicate at turbulent times in their life. Problem is, drugs/alcohol will not make things better and will only worsen them. I also think it's a fallacy to believe that a lot of celebrities use drugs and not think of the fact that many everyday Americans have the exact same problems. The difference is just as NightWork4 said, the media makes it their business to make the celebrities' problems your business.