The answer is very simple: the English participles have relative tenses, the Russian participles have absolute tenses.
By "relative tenses" I mean that although 'burning' is called a "present participle", it does not actually refer exactly to the very moment of speech, its "present" meaning is to show an action happening simultaneously with the action expressed by the predicate verb. Thus, "The burning candle lit her face" means that the candle was burning when the face was lit, it does not mean that the candle is burning now.
But the Russian participles are not (often) like this, their tenses are absolute, they do not need any other verbs to explain the exact moment when the action is or was taking place. Горящая normally means "burning right now, at the moment of speech", горевшая means "the one which was burning then, at that/some moment in the past". Thus, "свеча, горевшая на столе" means "the candle which was burning at the table at that moment."
Still, the Russian present active participles (горящая) are often used the same way as the English present active participles (burning), that is, with the relative tense meaning, e.g. "Они увидели (past) горящую (pres.) свечу." Generally speaking, the semantics of the Russian present active participles is ideally seen in the sentences where both the predicate verb and the active participle are in the present tense, e.g. "Я вижу (pres.) горящую (pres.) свечу." And for practical reasons, it is better to use the Russian active participles in the same tense as the predicate verb, just like Chekhov did it.