Yes, I do agree with Samdhong Rinpoche that self-immolation by young monks and nuns in Tibet should be discouraged, as "life is important".
Harry Nephew is right that a possible cause of this self-immolation is the lack of proper education of these young monks and nuns, especially, in the important classical and seminal Dharma teachings and text, the Lamrim, The Graduated Stages of the Path to Enlightenment. Pabongkha Rinpoche's Lamrim, 'Liberation in The Palm of your Hand', has, as its first topic on the Actual Path itself, "The Optimum Human Rebirth".In this chapter of 'Liberation', we are taught that the optimum use of our rare and precious human rebirth is to attain Buddhahood and Full Enlightenment within this lifetime.
The greatest manifestation of compassion for all beings is shown in an individual's determination to make optimum use of this rare and precious human rebirth by quickly completing this Path to attain Buddhahood within this lifetime, so as to return and help all mother beings to attain their own Enlightenment and complete freedom from Suffering.Gaining enlightenment quickly will help one realize more effectively a Bodhisattva's aspirations, as contained in the verse below from the great Shantideva:
'For as long as space remains,
For as long as sentient beings remain,
Until then may I too remain
To dispel the miseries of the world'.
That's why compassionate Enlightened Beings and Bodhisattvas even take on the form of Dharma Protectors, like Dorje Shugden, and return again and again to "dispel the miseries of the world" and to help beings on their path to Enlightenment.