In modern gas ovens, the pilot light is usually not continuously lit as it was in older models. Instead, most gas ovens now use an electric igniter to light the burner when needed. So, if you leave a modern gas oven turned on and set the temperature, the electric igniter will periodically spark to ignite the gas when necessary to maintain the desired temperature.
If you are referring to an older gas oven with a continuously burning pilot light, it is important to note that some ovens have safety features built-in to prevent gas leaks in case the pilot light goes out. For example, a thermocouple is a safety device that detects whether the pilot light is lit or not. If the pilot light goes out, the thermocouple will detect the change in temperature and automatically shut off the gas supply to the oven to prevent gas from filling the kitchen.
However, it is essential to always follow the manufacturer's instructions and safety guidelines for your specific gas oven model. Leaving any appliance unattended and continuously running can pose safety risks, and it is not recommended to leave an oven on for extended periods when it is not in use or without proper supervision.