Unfortunately many health professionals still don't understand SI and treat it as the same as suicide attempt, or just wanting attention.

And I can understand not seeing SI as horrible - it is a coping mechanism like any other and one I used myself for many years. It does help you get through. The danger for me comes when there is a complete dependence on it. When it becomes the only way someone can cope with difficult situations. It can become an addiction, almost as strong as alcohol or drugs, or at least was in my case.

Good luck with your therapist