Candles can both be placed without a supporting block by clicking any side other than the top of another block, and are not broken when the block below them is removed. Adding more candles to the block and updating adjacent blocks doesn't cause anything either.
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Hi, there is apparently an issue with candles acting like full blocks in this snapshot, which makes them appear like they are floating when blocks are broken from underneath them. This bug is already being tracked in MC-203572.
So... what's the bug? A lot of blocks in Minecraft don't need supporting blocks. (for example flower pots, end rods, daylight sensors, etc.) Why should candles be any different?