Why put cinnamon in chili?
Cinnamon adds a different spice profile than chili powder or red or cayenne pepper would. It is a common savory spice in Indian food and I believe it's also used in savory dishes in Chinese cooking. It's a very versatile spice :).

We also use cocoa powder in our chili as it provides a real depth of flavor (dark bitter flavors which are quite good in chili). 

Both of these add some curiosity and difference to the chili without themselves adding sweetness. Usually they get added as a fairly safe way to add something "different" to standard chili.