People with compulsive behavior disorders or addictions routinely do things contrary to their self-interest - both in absolute/objective terms, and in terms of perceived self-interest. For example, when I smoked tobacco regularly, I did it compulsively, with full knowledge that it harmed my health, drained my wallet, and made me smell like an ashtray.

It may be argued that I got an immediate reward (drug effect and relief from withdrawal). It's not like I was ignorant of nicotine addiction when I first tried tobacco; it was never in my self-interest to smoke. I never rationally decided to take up a tobacco habit; if I'd had that much "free will" I would never have started!

Our scientific models describe a universe where, if there is any indeterminacy, it's on a scale far smaller than that of neurons and neurotransmitters. Perhaps there is no free will. Regardless, addiction holds up as an instance where we don't universally act in our self-interest.