Part of how a gas fired furnace works is that there must be a flame present to allow the gas valve to open. That is the entire point behind a pilot light. Of course for the last forty years, pilot lights have been eliminated, and now the standard is direct ignition, with proof of flame required for operation. This is to eliminate the possibility of unburied natural gas mixing with air in the confined quarters of a mechanical room, crawl space, or closet, creating a potential bomb.