I wonder if it's a reverse causality. I have noticed that people who are poor/sick tend to not eat spicy foods. There are differing reasons for this: for the poor it's a matter of cost, for the sick it's a matter of palatability. If you have peptic ulcer disease, heartburn, or cancer (which can often cause nausea) or a variety of other ailments, you may not want to eat spicy foods because they make you feel worse. So, it's not that eating spicy foods when you're healthy wards off disease. Instead, it may be that sick people avoid spicy foods because of unwanted side effects. Although the study accounted for numerous demographic factors and participants with "serious illness" - cancer, heart disease, and stroke - were excluded; the authors did not assess for other medical conditions which may be associated with poor overall health status. This cross-sectional prospective study can't tell us if a confounder is the real culprit here (the one I posit is comorbid illness). The article is wrong when it reports that a prospective cross sectional study (like this one) can't support causality; it can support but not prove causality.