I'm surprised she went straight for the milk. While that does work better than basically anything, given that Remilia has been isolated from the world since the early 19th century at the latest you'd think she had no experience with capsaicin spiced food.

Well, she's a noble so she probably would have experience with pepper. Just not nearly so spicy, given how expensive it was.

I'd expect her to go straight for water to try and quench the burn, and only then find out it didn't work or make it worse.