My first thought would be the fire is little used, in this case I would expect the piston controlling the gas supply to the main burner is sticking.
When you press down to light, you are pushing the piston down to the closed position, when the pilot lights and you release the control knob, the piston should follow and allow gas to the main burner.
Very often the piston sticks down which might be evident by the control knob not coming fully back up?
If I'm right, the valve will need expert attention to correct or very often people will only replace it.
Warning, DO NOT even consider using WD40 or the like!