Unfortunately, this article is almost completely devoid of real information, and doesn't answer the question at all.
The article prompted me to ask why our pain neurons interpret the capsaicin burn the approximately the same as a temperature burning sensation. It turns out we don't fully know yet [1]. Some spice hound is going to score big time doing graduate thesis work on answering this question, literally eating spicy food for science.
[1] http://indianapublicmedia.org/amomentofscience/chili-peppers...
But, hours or a day or so of very serious discomfort aside, there don’t seem to be long-term dangers, per se, in eating very hot peppers. Biologists have observed, however, that administering capsaicin over long periods of time in young mammals does result in the death of the pain neurons, Bryant says. Setting the neurons off repeatedly wears them out, and they don’t grow back.
Having said that the stuff in the millions is pretty darn hard to find, they don't stock it or even sell it regularly.