They are. Any sort of "open flame burner" is likely to emit an awful lot of PM 2.5.
However, most of the lanterns (think your standard "hurricane lantern" or "cold blast lantern") are quite clean burning. I've been using lanterns for a while now, and I have the equipment to measure PM2.5 and PM10 (post author here, you can find reviews of my lanterns and my particulate sensors elsewhere on my blog).
The lanterns are "basically zero" in terms of PM2.5 and PM10 in the exhaust stream, and when you dig into papers talking about kerosene lighting and particulates, they come to the same conclusions - most of the particulate is from the open flame kerosene burners, not the actual lanterns.
I use lanterns in my office in the winter for some extra heat (I'm the "solar shed" guy, winter sucks during inversions), and I see a fairly rapid rise in CO2 levels (about like another 2-3 people in my space), but I don't see high PM2.5 unless I've got an actual open flame candle going.
I went through a period where as soon as I got home and out of the shower I’d go dark. I had a battery powered lamp that I used exclusively. I’d wear an eye mask with something to listen to playing. It definitely helped. I can definitely feel blue light waking me up much more easily than red. (Worked swing shift until midnight at that point.)
What about pilot lights on a stove/oven? I have an old-school unit in my house that has three pilot lights that are always on... the put off a fair bit of heat. I don't love the idea of them burning constantly from an energy standpoint, but I didn't consider the health effects...
