I looked it up a few comments ago, and it's only technically called capsicum spray, but nobody (well, maybe about 3 people) calls it capsicum spray, and will instead call it pepper spray.
Actually Capsaicin is the active chemical that causes the burning sensation. Capsicum just refers to a genus of plants that include both capsaicin producing and non-capsaicin producing fruits. We call it pepper spray or mace.
Mace is actually a brand of several different types of self defense product, one of which is pepper (capsicum spray). I have never heard anyone use the words capsicum spray until now. Perhaps if you're in law enforcement, military or just another country.
In the US it is interchangeable for pepper spray, just like Jacuzzi for spa, Xerox for copy machines or you might be familiar with this one; Cellophane for any plastic/shrink wrap.
it just makes americans look dumb if they dont know the difference between something that is relatively harmless and something that causes choking temporary blindness