Not sure if this is related, but I've been recently experiencing something similar (GPS icon in my status bar with no GPS application currently running, but only after having used one). Thing is, it happened when using Here WeGo (the android app installed from the official Jolla store a.k.a. harbour, not any of the available android stores). I'm using an Xperia X with official Sailfish X license, latest OS installed.

Maybe there is something system related triggering this, and it is not a WhoGo specific issue?