This is completely normal.
Unlike incense sticks, Palo Santo wood and sage
bundles are designed to smoulder rather than burn continuously. After being
lit, they often extinguish naturally after two to five minutes while continuing
to release their fragrance.
If you wish, you can simply relight them several
times during your session.
Some traditions also view this natural
extinguishing as part of the ritual, believing that the wood or herbs burn for
as long as they are needed. This is a cultural or spiritual interpretation
rather than a physical property of the product.