The thing that makes harming others wrong is the lack of consent. That allows us to avoid the sticky question of what is "harm." For self-harm, consent implied,

The thing that makes harming others wrong is the lack of consent. That allows us to avoid the sticky question of what is "harm." For self-harm, consent implied, what is "harm?" Exercise with a risk of injury? Failing to exercise, with a risk of decreased life span? Failing to optimize your exercise routine? Surgery? Drinking alcohol? Dating the wrong person?