[PPM]

If the candle stuff was stolen then why would TSA put a note into your case?

As another poster said, something in the make up of these items may have set off alarms or the explosives dog. The TSA will then remove such items... end of.

The hat may have been in contact with the candles and would therefore get pulled too.

Unfortunately in these days of high security alert these thins can happen.

Above is an alternative view. If someone wanted to just steal the stuff, then why leave a note, and why not just take the whole case?
It seems unusual too that it was the stuff the OP had just bought.