i have been keeping herps and lighting incense together for a LONG time. never have had any problems. theres a LHS that burns it and no problems, in fact thats where i buy my incense. just as long as its not directly blowing into an animals enclosure and you have lots of air circulation throughout the room, i dont believe it should be a problem.
then again there are many kinds of incense, some like the kind i burn are natural, others are just sticks drenched in purfume and chemicals. not sure how the different kinds affect animals.
just use common sense.