Short answer:
Since your example is physical, the answer is in your question- it’s hard to intentionally hurt yourself because *you know in advance that it will hurt!* Until we are old enough to learn about what exactly causes physical pain, we have the ability to do all sorts of harm to ourselves.
Long answer:
We can risk all sorts of bodily injury easily if we **don’t know** it will hurt, such as the first time you jump out of a tree.
As we learn more about what hurts, we start evaluating if the risk is worth the reward- I know I can jump out of the backyard tree just fine, but can I jump off the roof of the house? I just watched three other kids do it, so chances are good I can too, right? This refining of knowledge is called survival instinct. You learn to judge risk without even consciously thinking about it.
Because we’ve built up our big brains to try to rationalize things and think ahead, we have the ability to overcome our fears of pain, both physical and emotional. How we overcome that fear varies, but most warrior methods use the pain to make the body produce adrenaline, and the adrenaline helps the body ignore the pain- it’s not that that pain isn’t there, it’s that your brain can only focus on so much info at one time. Your example is a highly trained warrior who, to go to that extent, has already considered his options and found a short time of pain (before death) to be the most favorable option.
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