Why do metals lose shine but gold does not?

Because Gold is a very inert metal, and won't really react with oxygen in the air.

The only reason other metals tarnish, such as copper, silver, steel/iron, is

because they're freely reacting with air, to produce a metal oxide surface layer. 

This is because gold is melted using the outer most part of the candle flame which has complete combustion whereas metals are not burnt in this way and they react with oxygen to produce metal oxides and so the metal as well as silver loses it shine and gets a blackish appearance whereas gold remains shiny throughout because it does not have reaction with oxygen.