Maybe when it comes to choking yourself, the cons outweigh the pros. You aren't so fixated on happy chemicals that you're sitting there asphyxiating for pleasure, right? So why would any other humans do it?

The gene would only evolve away with certainty if it affected survival, which would require a large part of the population to have choked themselves for fun and died from it until there were a few people who didn't enjoy it and therefore didn't die.