I would absolutely not recommend climbing exterior gas lines in all but the most exceptional of circumstances. Not only are the easier ways to gain access to most roofs, but the potential consequences of rupturing a gas line are most unpleasant. I've been on dozens of rooftops and have never needed to climb one. Do as you wish though, I suppose.
Good first try on this explore....as others have said, you probably dont have much to fear from any of the doors, especially on a low-rise commercial building like that. Most door alarm signs are fake and if you're going to run into an alarmed door its likely inside of a high-end hotel or condo building with many people going in and out. Even if you did set off an alarm (never had it happen personally), just casually walk away. It's not illegal to go onto the roof of a building and the worst case scenario is that security asks you to leave, but even that's highly unlikely. Keep at it and be sure to post some photos when you do finally make it up to the top