It's not killing itself, the process is trying to extend the life span. Humans are basically leather bags filled with water. If that water freezes those cells and that part of our body is dead. Hypothermia happens when the cooling of the environment outpaces our ability to produce heat.

Imagine a case of bottled water left outside in the winter. Eventually the cold air will cool the bottles until they freeze. We can delay this by adding some heat by lighting a candle. The candle will provide heat to slow or stop the bottles' temperature from dropping. But what happens when the candle burns through all its wax?

You could pack all the bottles close together so the outside ones protect the inside bottle from the cold. Eventually the cold ones will freeze but as long as a few important bottles are still warm it's ok. Hopefully that gives the inside bottle enough time for someone to rescue them from the cold.

The switch to to maximize overall survival by sacrificing less important bottles or body parts.