Hmmm. I always pull the seeds, lately, for growing the following year. This has been the best year so far for growth. I probably bought these at the store at least 2 or 3 years ago. Just keep recycling the seeds.
I usually pull the immediate flesh with the seeds so I must be taking that hottest part out (and letting it air dry).
I save enough seeds for my own use and trading with other pepper growers then either toss the rest or grind them up along with the peppers to make powders.
If you are a Jalapeño fan you should check out the Chile Pepper Institute at New Mexico State University. Their botanists are developing some crazy strains of Jalapeños like pumpkin spice, lemon spice and orange spice as well as a lot of other new varieties of other peppers.
https://chile.nmsu.edu/seeds