An unlit incense stick gives you a preview of its aromatic materials, but combustion changes the experience. Heat releases fragrance compounds while the smoldering base material contributes its own warm, smoky character.
That means a stick can smell sweeter, deeper, smokier, spicier, or more complex while burning than it does in the package. Airflow and room size can change the balance too. If you are shopping for incense, the unlit scent is useful, but the true fragrance experience is what happens once the stick is properly burning in the room.