On the other hand, I wouldn't usually expect birds to gnaw on car cables, and all mammals do register capsaicin. Capsaicin is used semi-frequently to help against rodents gnawing on cables.
It's also used to produce suet cakes that squirrels and raccoons won't steal. Those things have a lot of it, too, enough so I wear nitrile gloves to handle them - worse even than mincing a handful of habaneros, you just can't wash the stuff off.
Do they still suffer the inflammation and other effects? Our eyeballs don't have taste buds but habanero juices will still disable you if they come into contact.
The burning sensation of "spicy" things is not mediated by "taste buds".