If they stopped selling paraffin, there would be a lot of very annoyed gardeners ;-)
Paraffin heaters are still widely used as one of the most efficient ways of heating greenhouses. You can still buy paraffin at a few garages but it's mainly traditional hardware stores (and some garden centres) which stock it.
Paraffin heaters for home heating were never well-liked by those that used them. They offered relatively cheap heating but at the expense of a horrid smell (which permeated your clothing) and high humidity (which resulted in small floods, from condensation, underneath windows).
As a child, I survived several winters in a home heated by a single paraffin heater (because the poorly-designed coal fire flue simply sent all of the smoke back into the living room). For a short while afterwards, we had a Calor gas heater but, thank heavens, my father finally got promoted and we could afford a single 2-bar electric heater.
Chris