"Spicy" or hot flavoring is literally just a crutch for people who can't cook for stuff. There are ways to make good chicken without masochism.
That being said: There's nothing particularly wrong with eating spicy food. There are neurological explanations for why people enjoy it. You can, over time, train yourself to handle spicy food by eating it. Capsaicin damages the brain, and over time you will eventually damage your brain enough that it can't respond to Capsaicin as well as it used to.
but like
why
i seriously don't understand, it's just pain
That's exactly the point. Your body thinks it's in pain so it releases endorphins as a response.