Isn't there a temperature sensor that will shut down gas supply if heat stops?
I know of no gas stove that has such a feature, though.
Presumably this allows the safety valve to be located further away from the heat source reducing the risk of thermally-induced failure modes.
For kitchen stoves, most have electronic ignition as well. For an older stove, the amount of gas released from an unlit pilot is not significant enough to pose a danger.
The exception being camping stoves which I think may not have had it.