there also can be religious connotations to burn/slicing/scaring one's self.  common rights of passage include piercings and tattoos.

a lighter burn is a really inexpensive way of getting a smiley permanently on your body.

seeing one's own blood confirms that you are still alive, that you can still feel.  also, as twisted as it may be to some outside viewers, it also shows the individual who's slicing themselves that they generate the pain they feel, and that this can be a good thing.

for example: if your father dies, you can choose to morn his passing (voluntarily feeling "pain"); or you can choose to give it no weight, make jokes about it, burying the true feelings you might actually have.

choosing to make light of something like this will only instill deeper psychological damage, even though you might not feel any emotional pain.  choosing to go ahead and feel the pain allows you to feel with greater honesty and undergo the cognization that pain isn't bad, just is...

some peole need the reminder every now and again that pain isn't bad, and that most times we actually choose to feel such pain as it exists on all levels.

well, that's my take on it anyhoo.  as one who used to cut myself out of anger and depression, i can tell you that doing it out of love and acceptance and joy is a much more rewarding and liberating practice.  nothing done out of just anger gets much done productively, where as doing something out of happiness usu. works better.