A candle by itself isn't going to do anything that drastic. Candles are for help in attracting certain energies that correspond with whatever color that candle is. It is possible that the shop owners program their candles whether unintentionally or intentionally, however. If you are worried, you can cleanse them and then program them yourself, but at the same time, what are you supporting by buying these candles? I've refused to buy candles and stones and other ritual tools from certain businesses just because their own energies are tied to the enemy matrix. I wouldn't want to buy candles with that kind of energy attached to them.
On a side note... "opening the door" is a very Xtian way of seeing and doing things. Becoming a Satanist "opens the door" to negative entities. Being spiritual in general opens the door to negative entities. We are at war, it is something everyone deals with that takes their practice seriously. But we are under the Gods' protections and are given plentiful information on protecting ourselves from enemy attacks.
You aren't going to summon a boogeyman just by lighting a few candles. Just be careful with the energies that have been previously attached to them.