The chimney is used for a more important duty. The mantle/wick holder has holes around the outer edges. When the lantern is lit and a chimney is attached, the thermally induced draft draws air thru these holes and passes over the top of the mantle, just as a chimney in your house. This has a cooling effect and keeps the mantle from over heating. Without a properly installed chimney, a definite safety condition exists. This is even more important if using Aladdin lamps. They also have a thinner chimney to induce a faster air-flow. This information should be adhered to regardless of the type of lantern in use.