I am worrying about my gas bill and possible danger (glass is very warm) if
I leave the pilot light on all the time.

Given this situation I would call the company and installer and see about
converting to an electronic ignition system. It may not be possible for
technical reasons, though, for example if the fireplace draft is unusually
high. The warm glass may be indicative of inadequate venting. Considering all
the possible problems, an early resolution would be called for proior to the
heating season coming up. HTH

Joe