Please help answer my Conundrum.?

Okay. So, I am an atheist, and I joined the Navy and went to Japan. Lately, everything is getting quite repetitive and just flat out boring. There is no excitement, and I just want to go back to how things were. Where I had these amazing friends, and we enjoyed everything together. Even after I had to leave them, I met different, interesting people, who I could enjoy my experiences with. But here... I can find no one. It's quite sad really. But I have been thinking about how to add some excitement into my life. And I came across a thought on why people cut themselves. I know its to feel pain, and pain can overcome any shadow of misery, and through that, pleasure. But.... if you are willing to do that, why not just end it? Life is just too complicated and dull? What is the purpose of living if it's just to feel pain, either physical or mental, either way? When just one bullet, a fall from a tall building, or even a deeper cut, can just end it all?