Robertshaw gas valve

Hi, I am replacing a nat gas heating contol on a heat-n-glow fireplace - old one a Robertshaw 7000 MVRB-S-LC with a new 710 series millivolt control. The wiring diagram is exactly the same on both however the new one has a jumper wire from the safety magnet to the thermopile. The old unit does not have a safety magnet but has what appears a tube that runs to the pilot area - theres also the thermopile and the tube that carries the gas to the pilot light. - so three items there. Since this is on a fireplace I do not have a thermostat control but have a wall switch to turn on / off . So the wall switch takes the place of the thermostat, is this correct? Why does the old unit which is a millivolt unit not have this safety magnet but a thermocouple connection instead? I have read your previous posts but just wanted to know alittle more.
Thank You

I cannot get the pilot to lite. The safety valve should be open at room temp correct? Heating the thermopile will cause it to close? At room temp I should be able to blow air through the valve?