Having the flame on when the circulator is on might be a right instead of a wrong. When the thermostat calls for heat, the burner and circulator turn on. If all the heat leaves the radiation to the rooms, then the water is not too hot and the burner is not shut off by the high limit while there is a call for heat. This is a normal condition for most cold-start gas boilers. If this seems somewhat unusual to you , then have it checked by a competent local plumber to make sure there is nothing wrong.