Exercising martial prowess is a worthwhile pastime, but it won't fulfill the need for being in a "platoon" as the article describes - unless you're engaging in that pastime with others with whom you've made some sort of pact. As for your vanity, training should not greatly damage it. It's in competition where that occurs, but even then it's not severe - there's a guy at my job who does MMA, and if I didn't know that about him I'd think he was a pretty-boy.
Besides, don't be a faggot. The article mentioned renommierschmiss, did it not? This phenomenon was pursued by aristocraty. If your face gets a little bashed in, be proud of it. When someone asks you how you obtained your scar, you will be able to share a good cause for it - something much better than the usual ones such as "I burned myself after I left a fork in the microwave." And if they don't ask, and instead merely stare, know that in so doing they advertise their inferiority, for it is rare that one will voluntarily put himself in harm's way, and even more so for the "mere" sake of self-improvement. What marks aristocracy is its distinction from the proletariat, and these days all the proles are pretty.