I noticed fairly early on in the States, that when you buy candles for birthday cakes, they don't come with the handy little rosette to hold the candles.
In the 22 years of living in the States, I've only ever bought boxes of the little candles, which are stuck directly into the cake. (I have to say, I've never gone out of my way to find the rosettes but they aren't packaged with the candles.)
The other day, we had a joint birthday party for the Little Guy and my mother, complete with lots of candles in their holders. The kids remarked on the holders, and there followed a US/UK discussion about whether it really mattered that the wax dribbled onto the cake. (Presumably it's not toxic.)
What we didn't realise however, was that when the Little Guy had been allowed to take the candles out of the cake, he hadn't known what to do with the rossettes, so he just buried them into the cake.
There were a few near fatal incidents of choking and one cracked filling as a result, making it fairly obvious why they aren't widely sold in the States!