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Didn't the rings require time and use to enslave the owner? I assume that the men who took the Nine weren't idiots, and if I remember the text regarding the same it says that they fall to Sauron's dominion over time.
Assume an addictive substance. Some people partake, find nothing therein and walk away. Others get a rush of some kind, and so take additional hits. Wow! This makes me feel sooo good! After a while they need the substance just to be normal. Finally, they completely lose all willpower and so are enslaved to the substance.
It would be silly to say that alcohol, crack-cocaine, a Ring, etc enslaves the addict, as we are talking about inanimate objects with no life, will, souls, minds. It is the user that does the enslaving, yet one normally says that one is controlled by the substance.
And if the good feeling is wealth (dwarves) or control of other wills (men) or paradise/stasis/whatever (elves) or dominion (Sauron), over time one becomes addicted. Galadriel and Elrond were addicted to what their Rings provided; when the Rings finally failed, they left Middle Earth. Each Ring extracted payment for what it gave; some such payments may not be readily seen and also may be worth paying.
I assume that the Nine enjoyed the power, status, abilities and 'things' that the Rings gave them, but obviously they thought that they could skip out on paying the bill. Instead of living out their allotted time, they continued on and on and on as wraiths, under the domination of Sauron, feared by their former kind, desiring yet hating life - sounds wonderful.
Even Sauron, by dumping some of himself into the One Ring made himself an Achille's heel by which he was finally destroyed. Though his abilities were enhanced by the Ring he also was then able to lose it.
You'd think that maia would know better.
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