I'm only 200 pages into it, but I've noticed the self-abuse and self-loating common among all of its characters except Myshkin.
Almost every character is overly self-conscious (just like the Underground Man) and are aware of their impurity and immorality, and have accepted it. They even take pride in it, but never cease to let go of a chance to criticize themselves.
It seems that Nastya ran off with Rogizn simply out of spite of herself, believing that she deserves punishment and enjoys punishment. Nastya in particular is so self-conscious that she is able to laugh at herself just as easily as she can at others.
Myshkin, on the other hand, is like a little child (as he is called many times in the novel) and does not posess the hyper-consciousness of characters like the Underground Man or Hamlet, and thus is never self-loathing or self-abusive. He seems to live as if in an eternal state of meditation, of inner-calmness.
It seems that through Myshkin, Dostoyevsky sees the religious experience as blissful unknowingness. As the Underground Man admitted himself in Notes from the Underground, that knowledge is the "root of all suffering". Myshkin doesn't seem to suffer, for he lives in blissful ignorance and innocence. It seems that Dostoyevsky is pessimistic of the view that the whole world can once again become this innocent child like Myshkin, for nobody really takes Myshkin seriously.