It senses spicy, because spicy isn't actually a form of taste, but rather just your pain sensors being triggered by a chemical, like for example capsaicin (chilis) or piperine (black pepper).

Wikipedia says for capsaicin:

By binding to TRPV1 receptors, capsaicin produces similar sensations to those of excessive heat or abrasive damage, such as warming, tingling, itching, or stinging, explaining why capsaicin is described as an irritant on the skin and eyes or by ingestion.

So, I guess, the butthole would in a sense be good at feeling temperature, but only for excessive/painful heat.

But also, people generally report that this problem largely goes away when they start using a bidet.
So far, the explanation that makes the most sense to me, is that you get micro-scratches from the toilet paper, and then the capsaicin etc. will really be able to irritate the broken skin.