Maybe on a newer model somehow?

It’s been a EU-wide requirement since 1996, but the law was actually introduced in 1990 with a 6 year implementation period. Even before that many EU countries already had national regulations that mandated this. So your stove has to be at least 30 years old not to have this safety feature. Personally I have never seen a stove without it, and I’m in my mid 40’s

Also stupid not to add it, since it’s a very cheap and reliable part to include.

But how does it get hot if the gas is not on to start with?

To turn it on you have to keep the knob pressed (this usually also triggers the sparker), this forces the valve open. Once the burner is on for a few seconds you can let go and it’ll keep burning. If the flame ever goes off (e.g. your pan of pasta boils over and the water extinguishes the flames) the bimetalic part that keeps the valve open quickly cools down and shuts off the gas.

It's a failsafe system. Gas fireplaces have something similar. Prior to being lit, the pilot/valve has to be held open manually. While holding it open, the ignitor can be used to light the gas. Sometimes this is simultaneous (opening & lighting), while other times it's two separate mechanisms. In either case, when the gas is lit, a device known as a thermocouple keeps the gas valve held open as long as there is heat. There are electrical and mechanical varieties. If at any time no heat is detected (or the thermocouple fails), then the valve is closed.

Fireplaces need regular maintenance and sometimes a thermocouple fails because it's dirty.