In heterodox churches they tend to not use it for one of two reasons (IME):
1) Using incense is unnecessary and reeks of 'papism' and paganism.
2) People are allergic to it and cough and it makes them uncomfortable.
The first is ridiculous because incense is as Christian as the Gospels or facing Ad Orientum - it's been around before The Roman Catholics and just because pagans used it doesn't mean we can't 'baptize' it.
The second is also often ridiculous, because many people have
convinced themselves that they are allergic and cough. Don't get me wrong, they are really suffering a reaction sometimes, but it's psychosomatic. I recently served at a funeral where I was holding the censer (we were at a funeral home far away from our parish where a very faithful parishioner lived and had died, so we went to him rather than having his whole non-Orthodox family drive up, so didn't have our censer stand and such. I was the censer stand! lol) and I was standing near his family. One or two coughed and one actually got up to walk out and get some air, presumably because the censer was so close to them.
I guess they didn't realize the charcoal had gone out almost the minute we had processed into the chapel