There was a short but good discussion on scented items recently. Search the forum for "scentsy". Although lots of people (myself included) do occasionally use something scented, the general consensus seems to be, as said above "why risk it".
Candles particularly put out a small amount of combustion product in addition to volatilizing the scenting chemicals and/or essential oils. With an animal so small and potentially sensitive, I think you have to be very careful.
I think proximity and ventilation are important to consider if you do decide to light scented candles.