Doesn’t that increase your carbon footprint?
Depends on what the candle is made of, and what your electricity source is.
If your electricity comes from burning coal (IIRC mine is), then the carbon footprint is relatively high because you're releasing carbon, which was long locked away in an inert form, into the atmosphere.
If your electricity comes from hydro or nuclear sources, then the carbon footprint is zilch.
If your candle is made from distilled fossil fuels, then - like coal-based electricity - carbon is being added to the atmosphere which hasn't been there for a looooong time.
If your candle is made from "organic" materials (soy, beeswax, etc.) then you're returning carbon to the atmosphere where it was just a few months ago - hence a practical net 0 carbon footprint.
Choose accordingly.