What is a possible explanation as to why the candle went out?
One obvious reason why a candle goes out is because it reached the end of its life - i.e. it's already been fully consumed. Another one is that someone or something blows it out.
However, if you put a glass jar (or any closed contained) over a candle to fully isolate it, it would also go out. This has something to do with the requirements to generate a flame - or to burn something - a combustible material, a spark - or anything to start the flame, and air.
Burning is an oxidation reaction. The fire is the result of the highly exothermic reaction of the combustible material with oxygen, a component of air. Thus, oxygen is required in order for a candle to burn. Without oxygen, it will die out.
Hence, if you cover a candle with a jar, for instance, it will eventually die out as it consumed the oxygen inside the jar - and without oxygen or with insufficient oxygen, it cannot continue to burn.
Note: An interesting take on this, and experiments that can be done to demonstrate this, are found in reference 2 that I attached.