I had wondered if @rbscebu had hit on the purpose of these things, and I confess to a mental "Eek " in contemplation thereof. And subjecting one's nether regions to that kind of treatment would be detumefying in the extreme. So (of course) I went to Google:
"...melts are small, scented pieces of wax designed to be gently heated to release their fragrance. They're like candles but without the wick, meaning that they require a wax warmer to melt and diffuse the fragrance. When in use, they melt completely to create an even scent distribution."