The best explanation for our preference for spicy food comes from a mechanism called "benign masochism"--seeing the positive side of an event instead of the negative side. We are the only species capable of deriving pleasure from the negative sensation itself, while animals flee from it.
Perhaps we seek out the painful experience of snacking on chillies while consciously maintaining awareness that there is no real danger to ourselves. After all, people seem to enjoy – and actively seek out – many other sensations that are otherwise undesirable but are ostensibly safe: the sensation of falling provided by rollercoasters or skydiving and the feelings of fear and anxiety while watching horror movies.
It's painful, exciting, and nutritious. Oh my what a combination~
Have you taken your daily dose of chillies today? =P