Psychology researchers, on the other hand, have posited that some people’s preference for capsaicin-containing foods is related to thrill-seeking tendencies. Psychologists Paul Rozin and Deborah Schiller concluded this back in 1980, drawing on an experiment that involved giving people increasingly spicy doses of chili. “Eating of chili, riding on roller coasters, taking very hot baths, and many other human activities can be considered instances of thrill seeking or enjoyment of ‘constrained risks,’” they wrote. More recent studies have associated the preference for chiles with personality traits like “sensation seeking” and “sensitivity to reward.” The recent popularity of chili eating competitions can be seen as an extreme example of these tendencies.
You can read the whole piece at Sapiens.org.
But you might not find the answer.