I don't know if it's "wrong" but I think it happens because of the sudden pain, it may cause your adrenaline to go up or something. don't cut in places that may kill you. this is serious. maybe find alternatives if you still like the pain, like hold ice cubes or snap a rubber band on your skin.
if you specifically like the blood, just don't cut in places that can be deadly if you accidentally cut too deep. be careful x3
(btw I'm not telling you what to do, just giving advice bc I've had problems with this thing in my life and I'd like others to be careful and safe)