Yes - there are actions that only make sense collectively, or at least "collectively enough". Which explains why someone may be in favor of tax increases even while taking advantage of deductions, or in favor of campaign finance reform while also taking corporate contributions - "you can't unilaterally disarm".

My point was more to make a distinction against the argument that regulation against a self-interested sort by definition means a worse outcome for that person. Sometimes a regulation leads to a better personal outcome than you'd get through Nash.