Commissions aren't paid back instantly nor automatically, so they did pay full price for the product upfront. Affiliates typically expect to earn a commission on sales to themselves, as a sort of discount or rebate allowing them to obtain a "wholesale sample" of the product before they spend any effort promoting it, so we don't block them from earning commission on sales to themselves.
You're free to edit their commission amount in the monthly masspay.txt file you obtain to pay your affiliates before you submit that file to PayPal. However, we would recommend that you be very clear about such a policy on your site's affiliate recruitment page, just so you don't get a bunch of irate affiliates expecting otherwise and wondering if they can trust you to pay out any commissions at all.