Their heat comes from capsaicin, a chemical that triggers the feeling of being on fire. Yet we eat them anyway.
Some have theorized that we’re attracted to chilies because they have healthful properties, but these properties, it turns out, are minor. It’s more likely that we eat them for the same reason we love roller coasters. Our bodies tell us, “Oh no, I’m going to DIE!” and our brains tell us, “Heh, heh. Nope.” And we kind of like that complicated pleasure.
It seems no other mammal likes chilies—they can’t stand the heat. It takes brains to enjoy the pain.
Or so explains this terrific (and funny) article by James Gorman for the New York Times—A Perk of Our Evolution: Pleasure in Pain of Chilies.* I recommend it to foodies and food scientists alike.
*[You may need to close an annoying pop up ad before reading it, but it's worth it.]