Since we have the technology to launch an enormous explosive into the atmospheres of the gas giants, would it be possible to light one on fire since their atmospheres are pretty much all just hydrogen and helium? Would it stay burning?
Combustion requires a fuel (hydrogen), an ignition source (your enormous explosive), and an oxidizer.
There's a very small amount of oxygen in the atmospheres of the gas giants, almost all of it already bound up in water -- i.e. all the oxygen has already combusted with some of the hydrogen. Without the introduction of a lot more oxygen or other oxidizer, there's no way for the surplus hydrogen to burn.