Seeds take 4-6 weeks to mature, meaning by the time any bananas are produced, the plant will be ready for harvest and there will be no time left for self pollination and for seeds to grow before the plant dies.
The bananas could be collected and used to pollinate a different female, but the amount of pollen obtained from bananas produced at the end of a plants life is miniscule, making the whole operation very, very difficult and I would say, pointless.