If the harm they choose is indeed a lesser harm, it is not a matter of self-harm at all. We do that all the time. A student goes through the pain of doing homework to avoid the greater pain of flunking the exam. So a person may conceivably cut himself to escape an emotional pain if the physical pain is really smaller. If that is the case, this example is just like any other instant of sacrifice for a greater good. But sometimes that immediate relief from emotional pain will later cause more pain than what it was meant to relieve. The cutting may cause permanent damage and end up making everything worse, but the person, maybe understandably, had no thought of that at the moment of anguish. It is still not what he really wanted, because he couldn’t possibly want to make everything worse than it already was. Our immediate action, what we think we want at the moment of decision, is not always what we really want once we have thought it soberly through (that’s what I meant by “insanity”, not in the literal sense)

Self-harm in the proper sense, that is something that does more harm than good in total, is not something we can possibly want, since everyone wants what is good for oneself. Self-harm, hurting oneself against one’s wish, is therefore immoral.