I am just wondering if you are mistaking massage candles with bondage candles? Massage candles are not made of wax, but of massage oil, which melts as you burn it and they are used to rub into your skin for a lovely warm massage. Although I guess you can just use them the same way as bondage candles, just drop drops of the oil on the skin.
I know they are lovely. I have them too and I also give massage candles as gifts to my friends and everyone so far loved them. And they make the skin moistured too.
I do not try bondage candles and I admit I am not tempted to. Bit scared of the wax. I think they will be too hot for me.
Bondage candles are considerably hotter than massage candles, but the sensation is much like a crack from a crop and soon fades. With bondage candles you can delivery much quicker and intense stings than with a crop though.
The way to tell between the two is that massage candles stay liquid upon contact with skin, whereas bondage candles solidify.