Using natural gas for appliances is a practice that has been around for a long time, and it is possible that some homes still have gas-powered appliances that are quite old. One practice that was in use in the past was that of having a pilot light burning for ignition of these appliances, but they are hardly used these days for a few different reasons.
One is that it is wasteful. With a constantly burning flame, a pilot light will have a trickle of natural gas flowing constantly. This can add up over time.
Another concern is that when a pilot light goes out for some reason, it is possible that the gas continues flowing, causing a very dangerous situation. While there should be a sensor preventing this, there is a possibility of it failing.
Never try to light an extinguished pilot light unless you are completely certain there is no gas buildup in the area.