there are lots of kinds of foreigners, and some of them eat spicy food at home :P most chinese, koreans, indians, malay, and indonesians eat spicy, and they're all foreign! Also, in the united states, there are various regions when you can enjoy spicy food. In the southwest (where I come from) Mexican food is very popular, and we don't consider it foreign food, it's our usual food that we eat all the time. In the southeast, new orleans style food (also known as cajun food) can be pretty spicy, especially the dish "jambalaya". America also has its own special style of BBQ, and certain states are famous for having very hot BBQ sauces.
Also, there are a lot of americans who enjoy putting hot sauce on everything, and most major cities have stores dedicated just to hot sauce. Here's a picture of one wall in a store like that: