In the first dungeon, I saw an oil spill and tried throwing the candles onto the oil to ignite it and it didn't work

. Not a big deal though.
I've been wishing we could do the same thing, but I think the "problem" might be that the candle models are "locked" with the flame at the top, so right now you're just putting the wax end in the oil, which wouldn't be expected to ignite the oil (if that makes sense). But I agree that if it's an interactable object that's on fire (including also coal baskets/braziers), you should be able to somehow use it to ignite oil.