Spicy isn’t a taste or a smell, it is a sensation caused by the compounds lowering the threshold to activate of heat detecting nerves too below the ambient temperature of the human body. It’s basically making you burn your self.

Lots of other “flavors” are also like this, lowering the threshold of firing for certain sensory nerves. Sichuan pepper for instance, it lowers the threshold for movement sensing, causing the bizarre tingle waving sensation.

Those heat sensing compounds exist all over your body, not just in your mouth.