It is very important to realize that stigmata has not been traditionally viewed as some kind of curse or punishment.

Consider the following: there is a man who loves you so well, he allows himself to be tortured for you. Beaten for you, whipped for you, humiliated for you so that you could find salvation. He must certainly hold you dear to suffer so for your sake. And, in return for his complete and utter love, in return for the grace he has offered you, you love him completely and utterly as well.

Now because you love him so utterly, and because he has suffered - is suffering? - so much for your sake, would you not want to suffer along with him so that you might perhaps take a little of his suffering upon yourself? And would it not be one of the greatest honors you could conceive that he thinks you righteous enough to suffer along with him?

I do not know if these people inflicted the stigmata on themselves - That is not for me to decide. But assuming stigmata is not mystical in nature, the Via Dolorosa has a long tradition. Through the centuries, a great number of people have seen suffering as a way to grow closer to God. If one is going to suffer for grace, what more fitting way is there than to suffer in the manner of Jesus?

This is, of course, all by Christian theology.