broadgage
Enlightened
A 9 in. candle weighing 58.3g will consume between 72L and 144L of oxygen in its (complete) combustion. That means it will render between 361L and 722L of air unbreatheable. In English measurements, that's between 12.7ft^3 and 25.5ft^3. In a 10*10ft room, that's a layer of air over the floor between 1.5in. and 3in. high.
I wouldn't worry about it too much.
Indeed, and that is in a completely sealed room which is never achieved in all but special purpose construction, not in a home.
All common building materials such as wood, brick, sheetrock etc are slightly porous.
No normal dwelling has perfectly fitting doors and windows either, and of course the door(s) and possibly the windows are opened from time to time.
Natural ventilation in an aparprently well sealed room will be at least several air changes a day, and often much more.
For long term power failures, candles in secure wall mounted holders are very suitable.
In cold climates the warmth is welcome also, since most heating is reliant on electricity (not all I know)