Manufacturers have been addressing this issue very intensively, trying to reduce absorbable fat content without losing taste and texture. So far, such products haven't penetrated the market significantly. That problem, then, is essentially a marketing challenge. By and large, candy isn't considered a threat to health, with the exception of the hazard of dental caries, or tooth decay. By definition, candy contains sugar, which is the prime source of sustenance for the ever-present bacteria responsible for cavities.
Recent evidence suggests that it's unlikely.
Results of a study examining this issue, funded by the National Institutes of Health, were published in the New England Journal of Medicine in February 1994. Despite this conclusion, some physicians feel there may be isolated cases of unusual sensitivity in some children, whether to sugar or to some other dietary element. The child's doctor is the best source of advice and should be consulted before any dietary manipulation is attempted. If safety deviations are discovered, production is halted and the situation is corrected immediately. FDA backs up this basic manufacturers' responsibility with its own unannounced plant inspections, taking random samples for analysis.