Soy isn't the only wax people use for massage candles. No, it's because people work so hard to get a candle to burn correctly in the first place, and with "massage" candles literally after the first massage there is no way possible it will ever burn correctly again.
Not to mention the ick factor of using it more than just the one time, and the fact that there are so many better options for massages than wax from a burning candle.
The first time I tried a soy massage candle, I fell in love. It was absolutely beautiful. Simply pour it into your hand & then massage in. Nothing 'ick' about it.
Regarding 'emissions', anything which is heated / burned gets into the air. Paraffin, being made from petroleum, coal & oil shale is not something I want burning in my home space.
There is also synthetic paraffin.
It is not the soy wax manufacturers being evil
s. The fact that toxins are being given off by paraffin candles has been known for a very long time, as much as those who use, make & sell paraffin candles would love for this to not be true. My kids are in the 30s. I began researching this type of thing when they were babies. Add some synthetic fragrance oils to your candles, as well as some irresponsibly made wicks, and you have a health nightmare waiting to happen.
Regarding hand dipping in warm wax for arthritis: go with a soy wax hand dip. Much safer option.
This is very interesting:
Study: Some types of candles may pollute indoor air - CNN.com (all the way back in 2009; personally I detest CNN but even they were willing to publish this nugget back then)
QUOTE: ......paraffin-based candles -- the most popular kind -- emitted toxic chemicals like toluene and benzene. Soybean candles did not, according to the study, which was presented this week at the American Chemical Society meeting in Washington, D.C.
Also: Are Candles Bad for the Air Quality in Your Home? - Blue Ox Heating & Air (a company which cleans ducts, vents etc in the US, who probably have seen the effects which paraffin candles have on these sorts of things - and which means you are breathing that same stuff in if using paraffin candles)
QUOTE: When candles are burned, they release carcinogenic toxins (benzene, toluene, formaldehyde, acetaldehyde, acrolein and) most recognizable, soot into the air. The emissions from paraffin candles contain many of the same toxins produced by burning diesel fuel. Paraffin (petroleum-based) candles and scented/aromatic candles are the worst offenders—and also happen to be the most common candles on the market.
And: Indoor Air Pollution and Your Health Free Information from EHSO
QUOTE: Watch out for shiny metal wire inside the wicks of candles......often contain zinc, or worse, lead. Look for those made.....from pure paper or cotton instead.
I have seen this many times, especially in dollar store candles, but also in more expensive brands. The zinc & lead can also be in the metal tabs which weigh the candle wicks down. When they heat up, toxins are released. Visiting the US one time several years back, I stupidly walked into a shop called 'Yankee Candle' I believe it was.....not a mistake I ever made again. I felt the aftereffects of that decision for a couple of days afterwards.
Scented candles 
give off a whole lot more toxins as well. VOCs from all of the petroleum by-products used to create those synthetic scents.
I will gladly, ecstatically, willingly, HAPPILY take a soy massage candle or beeswax candle burning in my home over a poison paraffin candle any day
%
Yes ma'am!
Oh yes, forgot this too:
COMMON EMISSIONS AND COMPOUNDS PRESENT IN CANDLE WAX
