Both cutting and purging are dangerous in their own ways. Mentally, the are both poor coping skills.
Physically, cutting leaves scars, blood loss, nerve damage, risk of hitting a vein, etc. And yes, it can kill you if you cut too deep and lose too much blood without help
Purging can cause long and short term health problems. Just from purging ONCE there is the change of heart attack, as electrolyte imbalances cause heart arrhytmias. Malnutrition, damaged esophogus, cancer, major digestive consequences, hemmoraging, etc. Purging is extremely dangerous.
There is no lesser evil.
These are both self destructive and dangerous, as well as represesnt underlying problems that cannot be solved with these behaviors.