I believe it depends on the incense. What are you using? Are there any harmful chemicals released, or only a smell? Never worked with incense and have a very small understanding, but if it only gives off a smell it probably isn't a huge deal. As long as it doesn't give off any harmful chemicals while burning
@Devourthedead420 Yes it is a very bad idea. Those fumes in the air are horrible for invertebrates. Remember that just because a scent is not lethal to humans or dogs or cats does not mean they are not harmful to invertebrates.
I had some kind of air freshener disk once and it made my nose bleed. I cannot imagine what it would have done if I owned invertebrates at the time.