It's chemical addiction, not just "that feels great I want it again." A substance in the medication reacts chemically with a substance that our brains use/create/whatever, and our bodies begin to believe this new chemical interaction is a normal, required process. Often, this chemically-induced reaction causes our bodies to stop doing some other regular process, because this one replaces it and makes it inferior/unnecessary. Later, we stop taking the medication. From the body's perspective a normal, required process has suddenly stopped happening and it freaks out. It eventually sorts itself out and gets the old process back on line, but that can take a while, and in some cases it never stops sending "Hey, that way was better, give it back" signals.
That's the "I have no medical knowledge" explanation. I'm pretty sure someone will follow along shortly and give a more accurate response.