electronic ignition - pilot will not go out

Hi, I have a Lennox MPLDV fireplace with electronic ignition using a wall switch. I recently had the ignition module replaced under warranty after having some problems with it not starting. The dealer came out to check it over and ensure it was working - which it did. A couple of things however - when I first turned on the gas a puff of gas was released from the burner before switching it on. The service guy checked it over and could not determine why. A few day later after running the fireplace for an hour or so and shutting down, there is now a standing pilot? Normally the gas would shut right off and when turned on again it would spark and fire up.

Any ideas why I am getting a pilot now when it is a electronic ingition model? It seems to work fine however it should not have a pilot. Possibly be something to do with the thermocouple or thermopile? Do i need to be worried?