I have a strong suspicion that it is a learned response - when "ah were a lad" SF was still largely short stories (or the books in the local library were, anyway), and that is what I got hooked on. From the age of about seven or eight, the word "anthology" has meant far more to me than merely "collection" - it's a word that wraps up pleasure, imagination, escapism, warmth, and variety all in one. It's one of my favourite words.
But, yes, the point that book-lovers have an addiction that crystal meth pushers could only dream of is true, too ...