because the boiler does not know if you want ch, hw, or both, the only reason I can think of is that the pilot may need cleaning, as the boiler is on for a lot longer when you have the ch on the flue is heating a lot more causing a greater updraught and pulling the pilot off of the thermocouple.
basically check and clean the pilot injector and renew the thermocouple.
gary.wright53@googlemail.com, March 2008