Can they sense spice and the heat that comes from it?
While I'm no expert on the various olfactory systems found in the tens of thousands of different species of ornamental fish found in this hobby, I think that it's safe to say that whether a fish senses spice, or the heat coming from it, is a moot point.
The spice isn't added as some type of food attractant, as previously stated it is added for its color enhancing value. (astaxanthin)