Does a fireplace with switch on wall need to have the pilot on constantly
In almost every case you have a gas valve with “pilot” and on yes the pilot stays on. This is normal, the quantity of gas is very small. The air in the line had to be purged and because the flow is low it took a while so none of what you described was out of line.
If it’s summer and you don’t plan on using the unit turn the gas to the off position with the yet and save a little and no additional heat from the pilot.