Mexican people like spicy food because of the chilies used in their food. Chillies aren't used for only its hotness or spiciness. Chilies add extra flavor and taste to their food. Each chilies have their own level of spiciness and distinct quality. Depending on how they are prepared also affect their flavor.
Chilies that are grilled give a different hint or impression to chilies that are boiled. Every person has different tollerance for spices, what is so spicy for some may not be for for others. People wiith low tolerance usually feel that mexican food is very spicy.