It's been awhile since I ran into this, but may explain your problem. I had the exact same symptom, and proved the t'couple good. I replaced the valve, that solved the problem. Then I autopsied the old valve and found that the valve core has a passage that maintains gas flow to the pilot when the knob is turned. That passage had become plugged with valve grease, turning the knob literally cut the gas flow to the pilot. The new valve solved the problem, but was a pita to change, certainly. Robertshaw valve.