Why does the pilot not stay lit after I release the control knob or

The pilot flame heats a thermocouple that produces DC millivolts to energize the control valve. This allows the pilot to remain lit after releasing the control knob.

A dirty pilot may not produce enough heat to generate sufficient voltage to operate the control valve. Cleaning may be necessary.

Check the pilot flame to ensure it is burning a solid blue flame. A loose thermocouple connection may be at fault. To check the connection, loosen thermocouple and tighten it finger tight, then turn an additional 1/4 turn. If the problem continues, contact your nearest service center or qualified gas technician to have the unit serviced.