We define precisely what Self is denied. There is such a thing as an empirical self, but it's anatta, anicca, dukkha. The Self denied in anatta is one which is permanent, self-willed, independent, and essentially sukkha. This is not to be found anywhere in the five khanda, and there is no experience that is not at least one of the five khanda. But the empirical self is a sankhara, and easily found. It is this empirical self which can lean and incline toward the Dhamma, or not.
"Others will misapprehend according to their individual views, hold on to them tenaciously and not easily discard them; we shall not misapprehend according to individual views nor hold on to them tenaciously, but shall discard them with ease — thus effacement can be done."- MN 8 - Sallekha Sutta