Some people enjoy pain. They enjoy a firm reminder that reality is still just as crappy as the last time they checked. It's some people's way of letting the universe know they can deal with it on its own terms if they have to.
What better illustration than a joke?
A masochist walks up to a sadist and says, "Hurt me."
The sadist says, "No."
So, are her intentions "good" or "evil"?