I don't think the smoke from a candle or two would affect them any more than it affects us, unless it's being burned in a really small space with no ventilation. However, burning candles frequently (or in an unsafe manner) does significantly increase your risk of a house fire, which would surely endanger them (and you). Maybe I'm becoming a safety fanatic in my old age, but I can't see how the benefits of a candle ever outweigh the risks.