Fruits, and by extension peppers, evolved to be eaten. Peppers are the fruit of the pepper plant, and generally speaking, fruits act as an enticement for animals to eat them and thus distribute their seeds.

It's just that hot peppers specifically appear to have evolved a strategy to dissuade mammals from eating them, since the chemical that causes them to be hot primarily affects mammals, but not birds. It's actually not an uncommon strategy, many fruits are distasteful or even poisonous to certain animals, but are perfectly edible to other animals in a way that suggests it is specifically beneficial to be eaten by some but not by others.