It would not be too difficult to install a piezo style starter to ones gas furnace, similar to a gas grill.

But, I doubt if a gas company or an electrician would try to modify the appliance for liability reasons.

Once the pilot is lighted it should stay light, unless the gas runs out or is turned off.

This design has been around for decades and short of replacing the appliance it would be very expensive to modify and get listed by a National Recognized Testing Laboratory (NTRL), like UL, to be legal.