Just as you hoped, a new study from Penn State researchers titled "Gender differences in the influence of personality traits on spicy food liking and intake" has important information about the ways in which men and women are entirely different sorts of creatures, and how one group might be genuinely badass taste adventurers and one group might not be.
In the study, the researchers conclude that women are more likely to seek sensation from spicy food, while men are more likely to see other extrinsic rewards like praise and admiration. The authors write, "It is possible that the cultural association of consuming spicy foods with strength and machismo has created a learned social reward for men." In summation: Women who love hot sauce love hot sauce, men who love hot sauce love being the type of dude who loves hot sauce. Great, glad everyone is just acting totally naturally and gulping down fire-food to prove nothing to nobody.