Irrespective of any dietary preference, Chillies offer something that most find beneficial. Consuming them is a way to control weight. Chillies contain a compound (capsaicin) that boosts metabolism and increased calorie consumption. Both of these can offer weight control benefits
When we eat or drink anything that contains Chillis, weight control is promoted in two ways:
Thermogenics
Capsaicin ( the stuff that creates the burning sensation) is known to be thermogenic. 
These compounds may help increase metabolism by thermogenesis, a process by which the body burns calories to produce heat. Athletes use Thermogenics [Source: Wikipedia] to increase their basal metabolic rate (BMR). A BMR is the rate at which the metabolises food to fuel its everyday functions, like breathing, keeping warm, etc. By increasing this, more calories get burnt, which helps promote weight loss.
Appetite suppression
Capsaicin is also known to be a natural appetite suppressant. It is believed that adding just half a teaspoon of a strong Chilli powder (which some say Cayenne powder to be the best) to a meal can significantly reduce feelings of hunger. It thought capsaicin acts on reducing hunger signals to the brain. In doing so, the need to eat is made less
In conclusion
So besides being a great way to add flavour to our foods, besides being beneficial to our health in other ways, Chillies are also a way to keep our weight in check naturally