though, quite possibly, its all just bunk that a match-maker came up with to get people to use more matches.
from wikipedia:
http://en.wikipedia.org/wiki/Three_on_a_Match_%28superstition%29
“Three on a match (also known as third on a match) is a supposed superstition among soldiers during World War I. The superstition goes that if three soldiers lit their cigarettes from the same match, one of the three would be killed or that the man who was third on the match would be shot. Since then it has been considered bad luck for three people to share a light from the same match.

The belief was that when the first soldier lit his cigarette, the enemy would see the light; when the second soldier lit his cigarette from the same match, the enemy would take aim; when the third soldier lit his cigarette from the same match, the enemy would fire.

There was in fact no such superstition during the First World War[1]. The superstition was alleged to have been invented about a decade later by the Swedish match tycoon Ivar Kreuger in an attempt to get people to use more matches but it appears he merely made very shrewd use of the already existing belief which may date to the Boer War.”