These sprays are respiratory irritants and the burning sensation in the throat and upper chets is a normal response of the body/airways.
Unless you have asthma
, when these irritants can flare up the asthma and you will need increased dose of inhalers, then you do not need to worry.
An antihistamine syrup (usually with cough
syrups as well) can soothe the throat and lower the inflammation and would recommend that if the throat is still sore.
Warm water throat gargle would also help.