Distilling to make an essential oil is way different than applying heat to the end product. The distillation process is done by so many that really know what they are doing. As much as I love essential oils, I would never attempt to undertake such a process...I will leave that to the pros!
Essential oils in candles is a big thing. Unfortunately, thru the process of burning the candle, the beneficial properties of the essential oil will get destroyed. You will smell a scent as a 'aromatherapy' candle is burning, but to get all the benefits of that e.o., ummm NO. Adding a drop to one of those light bulb rings & putting it on the light bulb...the beneficial properties will get destroyed.
There are ways to add essential oils to candles to be able to smell them...after the candle has burned for a bit and there is some melted wax accumulated, you can blow out the candle & add a few drops of an essential oil to that. I know, it's not the same...but to get the benefits...that's how it should be done.
When I used to make my ointments, creams, etc. I remove the base from the heat & let it cool for a couple minutes, then I add my essential oils.
There are sooooo many ways to use essential oils to receive the full benefits, then candle thing shouldn't even be an issue! The light bulb rings aren't nearly as popular as they used to be. What really gets under my skin are the companies that say essential oils of cherry, vanilla, strawberry and a host of others. They do not exist. Oh for sure they smell good, and they might help you feel good, but that's the extent of the therapeutic benefits.