Our gas fireplace has a switch on the wall as well as a gas control valve that needs an external key.

  We had not used the fireplace in 5 years and called a plumber to get it to light.  He put valve inside fireplace to pilot position then pressed red button no pilot came on.  He repeated process multiple times. 

 Finally lit pilot with butane light with same valve in pilot position.  Pilot is on and switch on wall turns fireplace on and off.  Pilot stays on. 

Should Pilot stay on?