While I could not find the link to an actual study, it looks like Kaiser Permanente conducted some kind of study that shows that Wasabi does not in fact cause sinuses to open.

Similarly, there are apparently several studies showing that menthol has no such effect.

> Funny. I didn't think much about it for hot climates.

Not so fun fact. There is a rare environmental condition that can occur where the heat index around you can go up higher than the body's cooling ability can handle. If you are caught in such an environmental condition and cannot find shelter, you'll die. No amount of water will help, as sweating cannot cool you.