Not to treat an infection, but I got it to try out on my chronically
congested nasal passages. It stings and may have made breathing easier
for a bit. However, for me, it wasn't too effective. My nasal passages
(and by that I mean the whole nose, sinuses, the whole complex) tend
to get more congested after any treatment, even irrigation, for 15-20
minutes; probably due to the stress of the exercise. Any beneficial
(or other) effect of a particular exercise is what I observe after
this period. For the capsaicin spray, I didn't notice a marked
improvement after this recovery period; and less of an effect than
irrigation.

Perhaps if the spray was able to get into my sinuses easier, it would
be more effective?

In any event, I wouldn't think of it as a complete course of
treatment; and certainly not for an infection of any kind.