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MarkoH01: This is simply not true. What obsidianse posted is exactly the way the game is working and it is exactly the moment when I first noticed that the lanterns are NOT supposed to be checkpoints OR respawn points at all. They do only serve an achievement (if you found and lit them all).

When you try to repeat a level by chosing a chapter you will see this as well. All lanterns already lit during the game will stay lit also you still weren't there.

Also you'll find secret rooms whith lanterns in it - why should one hide checkpoints or respawn points at all?

If you really are telling me that the game behaves differently the moment obsidianse was describing I take everything back and will just wonder why it did work for you but not for me - and why they hide checkpoint/respawn points and why these stay lit although I've started again ... but I highly doubt it.
kominikx: Maybe I've been lucky to not die on such spots and always died close to lantern. Sure, make sense that placing lanterns in hiddens places should not work as respawn point but we never know unless devs confirms it ;)

If I decide to restart the game there is one spot that I can test if lanters work as respawn point or not.
I played this for about 8 hours (some levels several time to find some things) so I am pretty sure. But of course you are correct that 100% confirmation can only come from the devs. Still I do believe that you will experience it the same way if you test it again. :)