Cayenne is an interesting component in cooking because it changes when you cook it.
Sprinkle it on something that is already done - like deviled eggs, or whatever - and it is a mild and interesting flavor.
Add it as a spice when you are cooking - say, sauté onions in a skillet and use them as a base for your baked dish - and it will be MUCH hotter.
Same with paprika, and I expect other pepper-based spices, too.
So the timing of when you add the cayenne/paprika/cumin to a dish will make a big difference on the heat they impart and the final flavor.