You are correct. These are only for things you can stick between the electrodes. Some people find them too small even to comfortably fit a cigarette into, making for a futzier light than a regular lighter. And while you can light a thin candle with one, the way the cap flips out means you can’t easily re-light fat candles with a recess.
But, they are wind proof, but only so long as the thing you are lighting is, too.
