Why does it matter if they only hurt themselves?
You can ignore literally every other argument these people make. The one quoted is the one overriding thought behind everything disgusting in our society. "It's not like he's hurting anyone, so it doesn't bother me." Or, "I'm not hurting anybody, so what do you care?"
If you want to change the way someone sees an issue in which this attitude informs their opinion, you need to change the attitude. Addressing the issue will be fruitless, even if using logic, statistics, and science - as you have seen. This is because the issue itself is irrelevant; it is surface veneer, mere canvas upon which the currently-popular philosophy of "whatever" can be brought into vivid form and tint.
Which is why you hear variations of the same argument as a justification for all sorts of behaviors. Ask various individuals, as each question applies: Why do you eat so much? Why do you pursue promiscuity? Why do you use foul language? Why do you watch television? Why do you spend so much money on pointless things? In most cases, these individuals will not be slaves to gluttony, lust, wrath, sloth, or greed. I have yet to know someone personally who engages in such activities out of an active, overarching emphasis in their desire for them. They do not do these things because they "need" to. In almost all cases, people do these things not only because they want to, but also because they believe there is no reason to NOT do whatever they wish to do. Unless it hurts someone else. Obviously.
Point being, they are not hopelessly lost causes. They are not sinners for the sake of sinning. But they have been taught to assign no value to the concept of goodness as its own good
. We populate a world in which goodness only matters when it prevents evil from befalling others; when we allow evil to befall us, no sin has been committed. This is a direct inversion of the original concepts of good and evil from which our current paradigm has emerged. It used to be that sin, evil, darkness, and death were creeping inevitabilities that stalked mankind endlessly, and had to be resisted actively, at every opportune moment, lest they consume him entirely. Now evil is thought to exist only when actively pursued, in the form of harming others.
In my experience, the discussion usually continues as such from the point you left it off:
"I'm not hurting anyone, so what's the problem?"
"You're hurting yourself."
"Who cares? That's MY choice if I want to do that. I'm an adult. I don't want to live forever. Etc. etc." (here, ironically, the tone often becomes childish and petulant)
There was a very long time during which this last statement would have been considered an admission of sin. Today it is considered... nothing. Just the way it is.
It doesn't matter how empirically wrong someone may be on an issue, Humanicide, or how definitively you can demonstrate their wrongness, because nobody forms their opinions on matters based on cold, hard data. Opinions are formed based on our innate values, and influenced by data. If you really want to change someone's opinion, that entails changing their whole way of thinking. Going into statistical data for insurance premiums (for example) will do nothing. You must show them that the way they see the world is wrong. And to do this you must first show them how the world really is - otherwise, they have no illuminated spots against which to compare their blind ones.