Candle wax can be either pigmented or dyed. Yours was dyed because it's left a stain behind after the wax was removed.
You should be able to get rid of that stain with bleach. Spread some bleach on it with a Q-tip and let it sit on the stain for a while. I know bleach will not harm oil based finishes like varnish or polyurethane. I kinda doubt it would harm any other kind of clear wood finish either, but it would be safest to apply some undiluted bleach in an inconspicuous area just to ensure it doesn't harm whatever finish there is on the wood.
I suspect what's happening is that the dye used has an affinity for hydrocarbon products (which the paraffin in your candle is) because it was dissolved in the parrafin, and now it's sticking to they hydrocarbon (pronounced "oil based") finish on your table.
Since the dye is on the surface of that finish, the bleach should remove the dye without harming the finish below it. I would use the bleach undiluted because I don't expect it would harm the wood finish (but check in an inconspicuous area first).
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