When making a Mole , Chile Powder , Chili con Carne / queso ,etc. I Grind all I can (those that are seeds or Crystalized), I then take them for a little time in the Grill Pan to release the "volitile oils" they all retain until heated , this gives you a jump on the flavor , lowering the time of cooking to break down any flavors.
You are right and wrong , some are Hydrophilic and some lipid soluble , but heat pulls the oils out of all spices.