Years ago I worked in a spice house. One of the men tripped while carrying a drum of oleoresin of capsicum and it splashed into his eyes. Well he was a fortunate man that day because one of the lab techs was walking by who had been a medic. Knowing that oleoresin of capsicum is acid he grabbed a can of oleoresin of apricot and smeared handfuls of it onto the first man's face and into his eyes. The apricot was a base and it neutralized the acid of the capsicum and saved the first guy's sight. I would suggest that people can try the same thing with the cayenne if it burns too much. Try something basic like bicarb or a non-acidic fruit and see what happens. If that doesn't relieve it you might want to try some milk which can cut the oil of the cayenne and let it rise and be washed away.
The pepper family can be brutal. There were summer days they had to open up all the windows and evacuate the plant because the heat of the day made the heat of the spice too intense to be in. PT