That's because the spicy is felt thru thermoreceptors that "feel" if there is any heat, it happened that capsaicin can bond with this receptor, making you feel the spicyness; That receptor is found in both your mouth and your butt, since we don't really digest capsaicin since it's not useful for us, it get in to the shit
Edit: just realized that i wrote this in a science meme sub
