I think if it does anything, it sort of purifies the air a bit. It is not some huge noticable difference, but the air feels "lighter" in the room I have the salt lamp. I love the glow it gives off. We leave it on at night as a night light. We have the kind with a light bulb. I don't use a lot of candles, but I am sure the tea light one would give off the same glow.
I wouldn't say it is something that you have to run out and get because it will "change your life" or anything, but if you are looking for a lamp, it is a neat lamp to have.