Superheroes fight crime and save lives. But by doing so they impose certain costs on people not directly involved. These are superhero externalities.
Ah, the classic superhero externality. Wolverine has chosen a life dedicated to fighting crime and putting himself at danger for the greater good. Unfortunately, this means that every individual who elects to be involved with him on a personal or intimate level is automatically put in danger as well. This is precisely why superheroes wear masks.
You can see here that Wolverine's proposed solution is simply to not get involved. He implicitly values his obligation to fight crime more than his desire for romantic attachments. Mentors and friends have advised--some even ordered--that he always keep an arm's length. The goal is to minimize any externalities on innocent parties not part of the superhero/supervillain game.
Consider the case of smoking. Smoking imposes a cost on society in the form of second-hand smoke risks. As a response, legislation was put into place to prohibit smoking in bars, restaurants, etc. in various cities. This way, smokers are free to smoke their cigarettes, although they pay the cost of having to wait outside in the cold instead of being comfortable in their bar seats.
From Wolverine's point-of-view, he is basically imposing the same sort of legislation on himself. He is forcing himself to stand outside in the cold so as to not poison innocents with his second-hand smoke. Had he not done this, I'm betting Scott Summers, acting as the de facto government, would have ordered it.
But what happens in a situation like in Wolverine: Weapon X #11? In this case, he is not after the girl, but the girl (Melita Garner) is after him. And she won't take no for an answer. What we have here is someone who would rather Wolverine not smoke cigarettes at all (i.e., not fight crime), but would rather be together at all times with him smoking than force him to do it outside.