Why some people like spicy food?
The taste preferences are related to several factors.
1) the influence from the parents, especially childhood habits.
2) the geographical location. 
3) the age. Older people like mild food.

Spicy is a test preference. Sichuan food and Mexican food are famous for their spicy taste. Kids do not like spicy food before they turn to age 10. People become less preferred to spicy food when the become older.