When I had too much awful going on in my life, I became depressed. That wasn't a great coping mechanism, but I did it. I didn't feel I chose to do it, but I guess I was the one responsible for becoming depressed. Other people might react differently. It seems kind of judgmental (not by you) to think of it this way, as if I were deliberately trying to be depressed. My body/psyche just reacted that way. It had reached overload and so withdrew. I think they have shown in rats that the animal reacts in a similar way when put into a hopeless situation. So in a way, it is natural and perhaps adaptive. It helps you save energy for a day when the situation has changed into one that is more hopeful. I think I coped inappropriately (became depressed) when I reached a certain limit of what I could tolerate. My life exceeded my ability to cope healthily.

I thought also of my mother when I read your question about choosing not to cope well. She was very volatile and would often become angered by her children and lash out and yell and hit us. She chose to cope with her anger inappropriately. I think she did it because she had no impulse control and also no respect for her children as persons. (I think she saw us as an extension of herself and therefore she had the right to do what she wanted to us). I also never got the sense that she had a desire to choose differently.

So I think there are a lot of reasons a person chooses not to cope well. For me, the depression became so bad that I sought professional help (therapist). The similarity I see with SI is that both the depression and the SI are a reaction to pain or stress in one's life; they help one deal with the pain--survive it. If one can work on solving the cause (the pain or stress), then the behavior (depression, SI) will often extinguish. If one works on fixing the coping mechanism (e.g. having a person who SIs instead snap a rubber band on their wrist) instead of the root cause, then it will frequently be tempting to return to coping in an unhealthy way if the cause of the pain has not been resolved. So I would ask those who believe they cope inappropriately--what is causing your pain? Is there anything you can do to fix that?