Sam needs the pain. He needs a reminder that he's really here, that he's alive, that he survived.
Pain is like beating of his own heart. And sometimes touching the scar on his hand isn't enough.
The first time when Castiel found him cutting himself, he was angry. He told Sam that his body doesn't need more scars, that he's been through enough. With one touch of his power, the cut was gone and Sam was aching for it again.
The second time it happened, the angel didn't say anything. He took care of the wound, cleaning it up and kissing it softly. Sam was feeling guilty, he didn't want Cas to be hurt, only himself.
The third time, Cas took him to bed and started kissing him, rough bruising kisses, he moved his hands to Sam's throat and caressed it, before biting it hard. Sam gasped at the unexpected pain, feeling the blood running down his skin, and let himself relax into it.
This pain was pure, it was not a secret. It was more true and real than anything he felt before and Sam knew he was going to become addicted to it.
Once again, Cas was willing to give Sam everything he needed.