Well to be honest, OP. There is a big difference between just "hot' and spicy. As well as how much heat and flavor there is.
Some mildly spicy BBQ is good, it has lots of flavor, and a little kick. You're not torturing yourself, it's an enjoyable flavor.
However, a step up would be like Chipotle's hottest salsa. I like the fact it's not chunky. Yes it is 'hot' but not insanely so, the more you eat it the more flavors you can taste, but the hotter it tends to compound to a point.
Now what you may be thinking is like Buffalo wild wing's "blazing" hot sauce for their wings. I've tried them, there is almost no flavor, it's extreme acrid and very much like vinegar, then the "hot" hits you and it's like your tongue is covered in lava, no good tasting not flavorful, just hot. The people like 'like' to eat that shit 90% of the time are morons who like to show off.
Yes that stuff is hot, but it doesn't have any serious flavor, it's made to be as hot as can be.
Point is, if this is TL;DR(you fags) there is a massive difference in scale, between 'heat' and flavor, some things happen to have lots of flavor, and a mild heat, or a bit of a kick. Really depends on what you like. Not everyone that likes spice or heat, enjoys torturing themselves on shit like blazing wings.