Just re-read this and have something else to add, as I completely missed the point the other night :P (Tiredness wins!)

Of course if given the choice between the two, a doctor would recommend causing to pain to oneself instead of an injury. If you physically harmed or injured yourself, it is doing physical and perhaps permanent damage whereas somehow inflicting pain without physically causing an injury or harm to yourself is, almost always, unlikely to cause any lasting damage.

Psychologically it is worrying that somebody is causing pain to themselves intentionally, whether that causes physical injury (or harm) or not. Why? Well, it shows that there is a psychological need or desire to feel pain which can be an indicator of severe emotional distress, impulsiveness, Borderline Personality Disorder and autism, among other things. Therefore it is still something that requires attention and can suggest to a psychiatrist or psychologist that you may need treatment in some shape or form.

Physically causing injury or harm to oneself is normally more worrying to a medical professional because, well it's causing damage and can be dangerous to your physical health. As for causing pain intentionally without causing injury, it's still something that should be paid attention to and on a psychological level, causing yourself pain can be damaging; even if self injury leaves no physical mark, it can be addictive and psychologically damaging.

So to summarize, causing pain to yourself is often a much better alternative to causing physical injury.

RB