Everything people do has a purpose. Many who SI do so because they are unable to deal with their feelings. Pain releases dopamine and dopamine improves mood. This is what makes it addictive. All the other addictions increase dopamine also. So learning how to deal with feelings is a good start.

Others SI because it stops flashbacks and/or dissociation. It is a way to ground yourself.

Schizophrenics can SI due to command hallucinations.

Young adults can SI to feel like they belong. They do this in SI groups.

Burning can help people deal with rage.

The best therapy is that which helps the client to understand why they are doing it and then deal with that issue so that they no longer need to SI. A therapist demanding that the client stop is not being helpful. SI is a way to cope.