So, by that argument, Peter, carbon dioxide is also a 'vapour' and not a 'gas' - for if you compress it, it liquifies!!
But I see your point - by vapour, we tend to mean the formation of the gaseous phase at a temperature below that of the substance's boiling point (for a given pressure)- eg. by evaporation.
I think we can safely assume that a candle burns at a temperature above 100�C, so that both the combustion products of carbon dioxide and water will, at standard pressure, certainly be gases in the true sense.