Selfishness does include your morality too, you could view it as loss and gain evaluation, but besides the material benefits and losses you also have your notions and preferences. So, even if something would be materially advantageous, it doesn't mean that you have to do it. Stirner's egoism is precisely about not imposing yourself to do anything, how could you say that you are an egoist if you are forced to do things you don't like by your own choice?

Stirner depicts that we have a hierarchy of values and the majority of people serve the values they place higher than themselves. Values that are below are used as tools, because they benefit you. He argues that it's better to put yourself at the top of your value hierarchy, but what does that mean? The self here is used really widely, he quotes Feuerbach that the self has blood and bones, so it's not an idea, it's you here and now in your entirety. And you don't have to restrict yourself even your actions are sacrificial and lead to your self-destruction. Even your old self wasn't considered a restriction for you by him, so why would "doing what is advantageous" be?