If you go to a restaurant and order the “burn-a-hole-in-your-stomach” burrito, then they are catering not to your taste in food, but in your zest for life. When a food is to spicy, the heat overtakes the flavor. You spend all your time gulping down water and praying to make it through the next bite instead of actually enjoying the taste.
When a food is spiced appropriately, it's a glorious mix of everything. You get a little bit of heat, but it isn't overpowering. The heat can egg you on and really appreciate the flavor of the peppers and spices, but it isn't the primary flavor.
The spices that create the heat each have a flavor. It's the flavor that the chef wants you to remember and not the extent of the heat. You have to have a tradeoff. Without that spice, the food won't have the same flavor, but one of the effects of the spice is heat.
A Mexican dish doesn't have to be like a 4-alarm chili. It can subtle flavors without any heat or a dash of it to make the whole experience complete. No chef wants to make you cry at a meal unless its because it tastes so good.