Not everyone goes by the statement from the 3 fold law, there are some people who don't believe in Karma, it just depends on their views. As for the question at hand, harming yourself can happen in many ways.
1. You cold end up getting what you want and it turning out not what you wanted.
2. You can be affected by your spell mentally and emotionally.
3. You can end up hurting someone you didn't mean to.
Those things can happen...necessarily wont hurt you physically, but curses or hexing, can hurt you in many other ways. I am going to use this refrence from "Once Upon A Time" this is because I believe this refrence to be quite true. "All magick comes with a price". Whether it be good or bad.