Before we had electricity, we had candles and oil lamps. It wasn’t for comfort so much as it was for the purpose of seeing in the dark. Spiritually, the same idea can be applied to prayer.
Candles have a way of making us feel warm and cozy even in warm weather. When visiting Hawaii recently, I would see candles and torches burning all over the place. Along the beach, at the pools, at restaurants and just about anywhere people want to set the mood of warmth and comfort. It also helps tourist spend money!
Since I grew up in a non-religious home, we didn’t go to church and light candles for others, but I was always curious why people did it. It is my understanding that Catholic’s and Orthodox Christians lite candles as a prayer for other people. For Jewish people they would light candles to start the sabbath at sun-down. For me I just like to light candles and watch the flames. I love camp fires to just sit and veg. Fires have such a hypnotic affect and I can almost melt watching the flames dance.