https://health.clevelandclinic.org/does-milk-help-with-spicy-food

If you’re experiencing indigestion after eating something spicy — think acid reflux, a roiling stomach or even ulcers — milk isn’t the hero you need. “Milk can actually worsen those symptoms because it sometimes stimulates acid that then has to be digested, which starts a cycle,” Dr. Rood warns.

If you can drink milk and eat chili without bathroom problems, go ahead. Otherwise, add an acid like lemon juice. These days, I just use spices with less capsaicin.