You're most fortunate to have even found some! When I pulled my Advent Wreath out, I noticed that the candles were quite short. At K-Mart, there wasn't one colored taper to be found! Lots of scented candles; I'll have to begin shopping for advent candles in the Spring ;-)
Abbey Press has them as do most Irish gift shops or the St. Jude Shoppe. They’re pretty common in this area (Philly). I ran out last year and got them from the St. Jude Shoppe in Philly but my brother got me a set from an Irish themed gift shop so I have an extra set. But like you mentioned, I don’t think I’ve ever seen the Advent candles in walmart or kmart or target, etc.