While the military is commonly thought of as a combat organization, to most people seriously considering joining, it's a job. And in many parts of the world, where unemployment rates are very high, the military provides very attractive jobs. Thus the popularity of warlords in so many parts of world. In these situations, if a fellow has some organizational skills and money, and willingness to use violence, he can easily organize his own little army. Actually, there's so much competition to get in, that in many areas the pay is non-existent. Whilefood and a weapon is frequently considered sufficient compensation, in some parts of Africa, you have to scrounge up your own food and weapons. All these "volunteers" get is the vague promise of being allowed to join as a regular soldier or warlord gunman some day.
A lot of this warlordism has more to do with custom and culture, than anything else. Some areas are poor, while others are not, mainly because the local leadership has a sensible attitude towards encouraging entrepreneurs and economic activity in general. In too many economically depressed parts of the world, the main problem is the people in charge making sure they have no economic competition, even if that means strangling the local economy. Young people looking for work will then find the best prospects are in the violence trade.