I didn't grow up with Buddhist traditions, but I spent many years studying. I still engage in many practices I learned in Buddhism. My understanding may be wrong or incomplete.

First, some Buddhist traditions don't teach that the self doesn't exist. The teaching is that the self doesn't exist intrinsically, like physical objects. The self is an illusion created by mind. The self is actually the perception of a mental process. We bring the self into existence moment-by-moment in a process of "selfing". It's like the English linguistic concept of a gerund, a verb pressed into service as a noun. If I say "walking is fun." I made the verb "walk" into a noun "walking". Similarly, I can take the mental activity of "selfing" and turn it into a noun, "self". We do it so instinctively that we don't realize that thing we created out of an activity isn't real or physical. It's a mental activity masquerading as a real thing. We even concoct words to hold this thing, most notably the idea of "soul." The self is an illusion created by mental processes and the persistence of memory. It has no existence beyond that, which means it doesn't exist intrinsically.

Second, I would parse the words "want" and "desire" as two different things. Wanting is the wish for something to occur or to possess some object. Buddhists, including monks, want to be enlightened and liberated from suffering. The want pushes them to meditate, live a monastic life, and try to better themselves to escape samsara, the cyclic nature of birth, aging, sickness, and death. Want is not bad. Desire on the other hand is born of attachment. It's the suffering that comes from failing to obtain some object of desire or losing one that you already have. The key to spiritual practice, to abandoning your attachments is to learn to parse wanting and desire so that you can want for things but put no importance on whether or not you obtain them. If something comes to you, you enjoy it with thanks, and then you let it go. You get all the upside of joy and none of the downside of suffering. Now, if I could just figure out how to do that....

I don't think you can really say that self-help is a dead end in Buddhism. All of Buddhist practice is essentially self-help. All Buddhist meditation practice is designed to quiet your mind, and eliminate anger, attachment, and ignorance, the essence of self help. In order to achieve that, you need to deeply recognize that the self is empty, an illusion created by mind and devoid of any intrinsic existence, so as you pointed out, self-destruction is at the root of self help. But the self you are destroying is the illusion you believe is real. Even after coming to this understanding, you will still "self", grasp at the illusion, and struggle with it the rest of your life, but at least you will know your enemy, the self you only imagine yourself to be.