Apparently they regulate brain chemistry - from the article;

Long-term alcohol abuse causes dysregulation in brain chemistry and neural function that can last for months or even years after the initial period of detoxification. Perfectly sober patients, who are well past the detox phase, often experience crushing levels of anxiety, insomnia, irritability, depression, loss of appetite, and anhedonia (the inability to take pleasure in any aspect of life). Addiction experts now believe these post-withdrawal symptoms are a driving force behind chronic relapsing.

I’m not sure how applicable these would be for nicotine addiction however, the article mainly discusses alcohol and drug addictions