Over several seasons I've had a few annuum cross with jalapenos (random chance, I can get jalapeno seeds cheap enough that if a pure crop is important I'll just buy more seeds somewhere and not put any effort into isolating them from other plants) and never liked the result as much as either of the purebreds. Jalapeno is a distinct enough taste that crossing seems to just dilute that taste but at the same time it seems to add a touch of bitterness that may not be desirable.
The only batch of hot sauce I've ever thrown out was one I put (among other usual ingredients) some Kung Pao - Jalapeno crosses, though they were fine in chili or on a pizza, etc just not as good as adding both purebreds.