Cajun cooking uses bell pepper in the base of most recipes and the Creole is onion, celery, and garlic.
I do believe that there is great wisdom in the old remedies and probably every culture has some.
I used to refer to it often, sometimes for entertainment, sometimes for more practical purposes. As soon as I can locate it somewhere on one of the floor-to-ceiling bookcases here, I'll share anything I can find that applies to the issue of cayenne.
All I can remember is that cayenne appeared in cure after cure, multitudinous recipes for "tonics", and even concoctions for improving a lady's complexion and disposition.
It definitely benefits the cardiovascular system as @PatJ noted, among other things.
Topically, it eases pain by interfering with the pain signal to the brain, a sort of herbal short-circuiting.