Why did the lawyer continue to read when books brought him so much anger?

In "The Bet," the lawyer continues to read books even though they make him feel angry, and there is an important reason underlying this. Remember that the lawyer is in solitary confinement for fifteen years. He has no access to the outside world, no visitors, no stimulation of any kind, except these books. So, although these books make him angry, they are his only source of stimulation and his sole link to the outside world. This explains why he continues to spend time reading.
This idea is supported by the lawyer's comments in his letter to the banker. He talks about how books have enabled him to travel all over the world—for example, to watch the sun set, have love affairs with women, and even talk to the devil. Of course, these things haven't really happened. What's happened is that the books have fired his imagination to a point that he can immerse himself in this imaginary world.
These experiences, although maddening, have, therefore, given the lawyer something to live for while imprisoned in the banker's cell.