While talking about food and spice a friend asked this question:

«I don't understand how people enjoy super spicy food like that, is it just that they've built a tolerance to it so it doesn't really taste spicy to them anymore?
Or do you enjoy sweating and that strong stinging sensation in their mouth while eating?
Sounds kinda masochistic.»

And yes, it's a classic statement in the discussions between people that fancy spicy food and people that don't.
Truth be told, it's kind of in the middle of both, but also none of those at the same time.

Firstly, yes, the enjoyment of spice is an ‹acquired taste› (that in some cultures, people already get used to as children, or in some cultures, later voluntarily),
that once you get to like, is just great and enhances the experience of eating.

On the other hand, you get used to it FAST (at first), so you have to increase the amount to feel the same way haha. But I'm usually neither sweating nor having a painful sensation in my mouth (unless I really want to challenge myself). I adjust it so that it is just right usually, which is quite below that, just a permanent nice fuzzy feeling.

Also, there isn't just ‹spicy›. There's capsaicin, which is the active component of chilies. It does not affect your sense of smell or your buds but the pain fibers of the tongue (doesn't have to be painful at all; they can be stimulated in a bunch of ways). There's also Szechuan pepper that creates a certain numbing and tingling in the mouth due to containing hydroxy-alpha-sanshool. Then there's mustards like Dijon or Chinese mustard that, similarly to wasabi, just shoot straight up to your nose, yet another unique feeling!

Combinations of these in dishes like dan-dan mian can just be a great overall experience.

You can think of it like this:

If you compare Western and East Asian cuisine, one of the biggest differences is how texture is treated in East Asia. In Western dishes, texture exists too, yes—a food shouldn't be soggy, too soft, too hard, or maybe not slimy or whatever—but in East Asian cuisine, the texture is a pillar that is just as important as the smell or flavour (which is kind of the same thing anyway).
They also give presentation a much higher place in the hierarchy.

So, while in the West I'd argue that smell and taste are the most important factors in how tasty/good food is perceived, and then presentation comes second and texture is at the bottom of the list, in East Asian cuisine taste/smell, presentation, and texture are all treated equally. People there, a lot of times, want a dish that has a variety of textures combined to have some fun while eating. Something hard to the bite will be combined with something mushy and something slimy, three different textures in one single dish increase its depth!

Now think of spices like capsaicin or hydroxy-alpha-sanshool as another layer that can add depth to your food experience. In addition to the food's taste/smell, textures, and presentation, you also can have a layer that adds a burning sensation on the lips and tongue, and one that adds a tingling sensation in the mouth and a numbing sensation. That's additional layers that give your food just yet another interesting layer that makes food more than just «Oh, it's salty and smells nice.»