No the smell isn't going to bother them. It's not going to (directly) affect their eating habits. But reptiles, especially snakes, have very sensitive respiratory. The particles in the air of the object you're burning is the problem. Smoke can give your reptiles respiratory infections.
Just because you've "never had a problem" doesn't mean you should risk your animals health. That's like saying "I don't wear my seatbelt because I've never been in a car accident".
Imagine smoking in a room with someone who had asthma, with the windows shut, and forcing them to be in the room with you. Your snake can't leave or do or say anything when the smoke is irritating their lungs.
Although respiratory infections aren't too big of a deal and usually aren't deadly, unless untreated for a long period of time. But if you're going to light candles or burn anything in the same room as your reptile(s) then I would suggest putting away some money just in case you need to schedule a vet trip. Yes, you may get lucky and your snake may never be affected by the smoke, but just in case.
If you really want to burn candles or smoke I would suggest putting your animals in a separate room, closing the vents and opening the windows in said room, closing the door, and then smoking/lighting candles/ burning something in a completely different part of the house.
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So is this based on any study, or personal experience you've had? Or are you just throwing out your theory of what you think could happen.