It's always been a joke here in the U.S. Mostly held up by the fact that they stick with using grade d beef or what not. In truth most everyone I know who has joked about it don't really get sick off it or they wouldn't eat it. (Also most sickness like this comes from lettuce so the grade d meat really has no impact)

But everyones mileage varies, I've never had a problem with my asshole stinging after eating spicy food, but many people swear it's going to happen when they are eating something spicy. I figure most said that as a joke as well.. but maybe these people all have really weak stomachs and should be watching what they eat if spice bothers them.