As someone who has admittedly not been watching the season, I would say that Sam's POV on self-sacrifice is probably a little skewed. I mean, that pretty much applies to everyone on the show, but they all have their own distinct little flavors.

For example, Sam I am pretty sure justifies HIS self-sacrifice along the lines of cleaning up his own messes (e.g. his jump into hell is OK because he's the one (at least in his mind) that let Lucifer out.), so I don't think he views it as self-sacrifice as much as...I don't know, consequences. Making a jump here, my guess is that even with the whole wall thing, he still sees the hell crazy as a product of his choices, regardless of the circumstances that lead to them. And then on top of it, I think he's just a wee bit touchy about people throwing themselves under various metaphorical buses to save him from what he sees as his own damn fault. (e.g. I think he kind of blames himself for dying way back when- not being cautious enough or whatever- so Dean's sacrifice stung even more. Where as I think Dean's flavor of sacrificial craziness is more about not thinking he's worthy of saving, not over his feeling responsible for whatever he needed saving from...at least not as much.)