Electricity costs money too? I don't know how the cost of power compared to the cost of a candle in the beginning of the 20th century though.
I would notice having to go out and buy candles all the time, or needing to make them. A candle can be consumed over the course of a day or maybe even a few hours. A light bulb can last months or years.
If light bulbs burned out as fast as candles burn, I would be a fanatic about keeping the lights off and only use them when absolutely necessary.
"The electrical cost to produce the same amount of light as a single standard candle is approximately $0.01 per year if run for 14 hours every day. In terms of energy consumption, a standard candle produces about 12.57 lumens of light, which can be matched by an LED bulb using only 0.1 to 0.2 watts."