The reason we have to have warnings on our Candles, Reed Diffusers, Home and Pillow mists is due to the fragrance in the products. They are 100% natural but despite this they still are classed as a chemical and all chemicals have to be labelled according to risk. So whilst one candle, in the aquatic environment would cause no harm, if a full container from a ship were to come in to contact with aquatic life then this could cause harm. Whilst this is unlikely to happen we have a legal responsibility to label our products in accordance with this.
You won't see these warnings on synthetic candles as they can use chemicals which have been specially developed to replicate a natural fragrance and the element which would trigger this warning will have been removed. With a 100% natural fragrance we cannot do this.