The more spicy food you eat the less crappy food you eat...? That could actually be the explanation (not a variable I saw corrected for in the text at least).
Quite possibly. The people I know who are really into spicy food tend to be people who cook for themselves rather than living off microwave meals. I'm no heat freak nor particularly a connoisseur of fine foods and I'm moving more away from repackaged foods as my taste for the spices develops and I'm starting to have preferences and opinions rather than just shoving stuff that is "easy and good enough" down my gullet when I eat at home.
Of course cooking for yourself does not necessarily mean eating more healthily, so even if this is something to do with the observed difference there are will be other significant contributing factors too.
Not just fast food, but most restaurants in general. For someone who prefers a little kick, it's like the majority of bars serving only virgin cocktails. I made the mistake of asking for my meal to made a little on the spicier side(1) at one of these americanized mexican comfort food places. The waitress looked at me like I was asking her to calculate a double integral.
(1) This is common at Thai restaurants, so I figured I'd give it a shot.