Pain Kills Pain

It does, temporarily though!
Psychological pain temporarily kills physical pain and vice versa..
The ultimate time to have a piercing or a tattoo is when you're in extreme psychological pain that you will be totally disconnected, separating the mind from feelings that are causing anguish.
And the perfect thing to do at the gym when you get tired or whenever you have to do sth that will cause you physical pain, is to listen to a music that usually gets out your rage and numb your senses..

That's probably why self-harm is being used as a coping mechanism which provides temporary relief of intense feelings such as anxiety, depression, stress, emotional numbness and a sense of failure or self-loathing.

Some ppl wud cut themselves when in overwhelming emotional pain, some would find pleasure in piercing themselves, others wud get high while in pain.. it might as well reflect a way of self-punishment, blaming the self for causing the associated pain, sometimes would be a form of "crying-for-help", although I didn't find anything related to self-punishment during my readings about self-harm, but I still think they are sometimes related.

Self-harm appears -among various other behaviors- in self-cutting, self-piercing, tattoos especially relatively large ones, weed addiction, drugs, alcohol addiction, head-banging and even self-biting.

It often becomes a response to profound and overwhelming emotional pain that cannot be resolved in a more functional way, and may become a means to manage pain, in contrast to the pain that may have been experienced earlier -through abuse- over which we have no control.

And the very funny thing is that some animals when abused, go for self-harming to find relief too!