I think it actually does have to do with climate. Correct me if I'm wrong, but the only edible plant that will make your eyes water and which will also happily grow in a cold climate is horseradish. Oh, and okay, there's mustard as well. But neither is on a par with pepper, let alone Szechuan pepper or chili.
And apparently, on the whole, people are incredibly conservative as far as their diet is concerned - just think how many centuries had to pass until potatoes were widely accepted as edible in Europe. And that was mainly because farmers were constantly being prodded by their various governments!