There is, but it's not a thermocouple for controlling the pilot. It connects to the safety valve for the main burner. (I should point out that this is in relation to the system used in my oven and various others; I suspect there are a few different systems in use, and some may very well use a thermocouple controlled pilot instead and require holding the knob in to light, etc.)
The pilot is teeny in its quiescent state, and the bulb for the safety valve cool and the safety valve closed. When the thermostatic valve detects that heat is required, it lets more gas flow to the pilot and also turns on gas to the burner via the safety valve. The enlarged pilot flame heats up the safety valve bulb, which causes the safety valve to open, and the main burner lights.
Once the oven gets up to temperature, the thermostatic valve shuts off the gas to the main burner and the extra gas to the pilot, and the main burner dies down. The safety valve soon closes when the bulb cools off, and the whole process repeats as necessary.
Rather obviously, the main goal of the safety valve is to prevent the main burner from turning on when the pilot isn't lit and so releasing a large amount of gas. The tiny bit of gas from the pilot light should it blow out is apparently deemed insufficient to collect and cause a big problem. Given that the cases I've heard of for gas explosions in RVs have generally been caused by a stovetop burner getting turned on but not lit somehow, I'd tend to generally agree with that assessment.
Neat description, thanks!
Steve