The reason why Emma wanted to get the candles was pretty simple. She was inspired by Madame Igna to learn how to control her powers on a small scale.
While it was easy to do things on a large scale, Emma did think that it was a great opportunity for her to improve her finesse control. It was vital that each aspect of her powers were under her complete control.
She could conjure fire, water, or wind easily as she was already at lvl-3, but she wanted to be able to control her element secretly and subtly.
This was not easy to do unless she practiced. And seeing how the fire element teacher did this, she thought she should try to do it on her own, without anyone knowing.
As a multiple-element mage, she would be given access to train all her power in secret, while she would only train herbomancy openly.