So I'm in my local curry house (a once or twice a week event ) eating my tikka chicken madras and I ask the head guy there who I've got to know a little over the years why I can't eat vindaloo but I can eat really hot peppers. He tells me it's because vindaloo uses lots of cayenne and black pepper which is a really dry heat while hot peppers give you a fiery heat. With the fiery heat you eat a mouthful, deal with it and carry on. With the dry heat you eat it and it makes you not want to continue eating. Although some people can deal with the dry heat but not the fiery heat. So there you go.