So the wax does not melt all over the cake, just kidding, it is a tradition.

Because we can't wait for the candle to burn down to eat the cake.

The act of lighting a candle is ancient conceptually Wether to consumate a marriage or a union (the two become one) or to represent prayer or on a cake is symbolic of igniting something... Starting something toward a process that is limited to and subject unto the restraints of time and space it must come to an end and the burning is a symbolic buring away of the time it takes for something to happen as a result. While the candle is lit in the act of starting something, you either allow it the time of contemplation and meditation to burn away concerns and stay a lit in order for the process to bring your thought or prayer to fruition through the ritualistic burning away of the obstacle or in the case of a cake... it represents both your age having ended in one place and starting in another. The blowing out of the candle brings your year on earth from one to another and in the act of stopping the process, you make a wish and your new year of life begins on a happy positive note until next year when you do it all over again.. Human beings are naturally geared toward symbolisim and ritualistic acts that difine them, mark their time and place of purpose. It is a visual physical act that brings to life a spiritual more esoteric meaning.

because blowing out the candle is suppose to give you the wish. and it is a tradition

Found this answer on google: When we blow out our candles we are following actually a tradition or custom created by the ancient Greeks. In the Greek tradition on the sixth day of every month, the birthday of Goddess of the hunt is celebrated. The ancient Greek in her honour made a honey cake which is topped with burning candles. As they blow out each candle, the people make a wish from Goddess for a present. In the same way as we blow each candle on our birthday it means that we believed that all of our wishes will be granted. Of course today, I think because itjust adds to the fun of the birthday, making a wish and blowing out the candles. Kinda like wishing on a star, don't really think many really believe this will make a wish come true, but it's fun making the wish anyway.

To keep the house from burning down.