In two player zero sum games, vengeance (hurting self to hurt other more) is impossible, as are threats and destruction in general -- because the total score is always the same.

It may be that you're using a restrictive definition of zero-sum games, but generally speaking that is not true because of the difference between the final outcome and the intermediate score-keeping.

Consider e.g. a fight to the death or a computer-game match with a clear winner. The outcome is zero-sum: one player wins, one player loses, the end. But in the process of the fight the score varies and things like hurting self to hurt the other more are perfectly possible and can be rational tactics.