The characters are fundamentally masochistic—they each leave obvious improvements to their lives on the table. In Angier’s case, the option to create a single twin and co-exist (like Burton does) alongside him. In the case of the Burdon twins, the constant rotation between characters Burdon and Fallon, which wreaks havoc in their romantic lives. Then, at the film’s end, Burdon and Angiers tally the score of their rivalry by who gave up most in service of their craft.
Each of the characters wants a magic trick to be more than it is—to go beyond human limits of the possible. This is what drives their masochist streak. When man attempts to master domains in which the quality of performance is subjective, unverifiable, squishy, he turns to proxies which guide him—turns these proxies into a fetish. Here the formula is an input/output machine. Some optimize for quantity, Burdon and Angier optimize for sacrifice. They're producing constant facsimiles; their artform is constantly reduced by its audience to cheap entertainment; they're trying to transcend limits, what's thought possible or precedented. The only way they know how to pull off this feat is incredible sacrifice—maxing out inputs, crippled fingers crossed it'll pan out in the product. The more it costs you, the better the trick. At the same time, it’s Angier’s masochistic desire for the sublime, for real awe—beyond the secret—that leads him to reject the possibility of Burton using a double. "Too simple," too obvious—which drives him to Tesla, makes him finally commit the ultimate sacrifice—trading his life for the capacity to break mortal limits. (This is the Faustian angle.)