Is my nose weird?! Or do candles always smell "burnt"?

Hey there!

So I've been a longtime tart melter and just recently decided to give burning candles a go. I purchased a 3-wick Slatkin Pink Sangria after buying a 4 oz, melting it in my tart warmer and loving it. But when I burn the candle, all I smell is the wick burning with maybe a slight undertone of Pink Sangria. I also tried this with a small, cheap walmart brand candle and got the same result. Is this just something that happens with most candles or am I maybe overly sensitive to the flame? Or perhaps I'm doing something wrong?