This is a very interesting problem! Does this happen if, while switched on, you unplug the candle and plug it back in? Or if you unscrew the light bulb? Does it happen for any other cord-and-plug loads, or just this candle?
With the hair dryer switched off, there should be no current possible at all through the CT in the GFCI. I suspect high-frequency arcing in the switch might be triggering some of the circuitry in the GFCI. If this is the case, it would only happen when you turn the switch, and not via any other way of turning the light on/off.
