Background: Models based on using perturbative polarization corrections and mean-field blocking approximation give conflicting results for masses of odd nuclei. Purpose: Systematically investigate the polarization and mean-field models, implemented within self-consistent approaches that use identical interactions and model spaces, so as to find reasons for the conflicts between them. Methods: For density-dependent interactions and with pairing correlations included, we derive and study links between the mean-field and polarization results obtained for energies of odd nuclei. We also identify and discuss differences between the polarization-correction and full particle-vibration-coupling (PVC) models. Numerical calculations are performed for the mean-field ground-state properties of deformed odd nuclei and then compared to the polarization corrections determined by using the approach that conserves spherical symmetry. Results: We have identified and numerically evaluated self-interaction (SI) energies that are at the origin of different results obtained within the mean-field and polarization-correction approaches. Conclusions: Mean-field energies of odd nuclei are polluted by the SI energies, and this makes them different from those obtained by using polarization-correction methods. A comparison of both approaches allows for the identification and determination of the SI terms, which then can be calculated and removed from the mean-field results, giving the self-interaction-free energies. The simplest deformed mean-field approach that does not break parity symmetry is unable to reproduce full PVC effects.