Well, narcotics/alcohol addiction is usually more of a medical (rather than psychological) diagnosis, but I believe they are in the DSM-5 also. There is actually a category of "Addition and Related Disorders." Pathological gambling is included there.
https://www.addiction.com/3521/updated-view-addiction-dsm-5/
The problem may be that there is insufficient documented research into sexual addiction or a lack of regimented study. I know it's not there, but I'm not saying that it doesn't exist, necessarily.