If a person wants to be hurt and enjoys suffering, then there is no reason not to indulge him in his wont.
Satanists are encouraged to indulge in the seven deadly sins, as they need hurt no one; they were only invented by the Christian Church to insure guilt on the part of its followers.
The other exception to the rule regards dealings with masochists. A masochist derives pleasure from being hurt; so denying the masochist his pleasure through-pain hurts him just as much as actual physical pain hurts the non masochist. The story of the truly cruel sadist illustrates this point: The masochist says to the sadist, "beat me." To which the merciless sadist replies, "NO!" If a person wants to be hurt and enjoys suffering, then there is no reason not to indulge him in his wont.