It will definatly not cause a gas problem as copper pipe is not used for gas. The chances of an electrical of fire problem are also slim to none. The only way that could happen is if a leak occurred and the water created a short or electrified your plumbing.
That said copper pipe should never sit against dissimilar metals, that is why straps for copper pipe are copper. Steel straps over the years will corrode the copper and eventually cause a leak. Your lamp will probably do the same thing over time. It could be ten years, it could be sixty but it will happen.