Basically, a shadow is created when light is blocked, and a flame, like on a match, is a gaseous chemical reaction...if there is enough carbon-soot produced, then perhaps it would block some of the light. Light doesn't destructively interfere, so light from the surroundings simply passes though the flame, unaltered. A flame is not reflecting the surrounding light, it's producing its own light as a result of the combustion reaction. It is an optical illusion to think the flame is solid enough to block light and cast a shadow.