Not necessarily just one app but the actual phone itself that is updating your location from different satellites for when an app does need it. Most likely just the Google location service.. it tracks your movement to help with better search results.. example if you looked up a restaurant... it would automatically use your location to bring up places around you. Same goes for Google maps.. its checking your location.
leaving the GPS on all the time is not a battery drain. Biggest myth of Android. It only uses battery when you see that little icon, a few seconds at a time. There are countless apps that could be pulling GPS data at any time. Weather apps, news apps, any thing that uses location based results.
I think the real question is, where can you find which app is using gps while the icon is on, and no there not always in the "running" apps section. On my wifes iphone when gps is running you can go to the apps list in settings and see a little purple location symbol for the app thats using gps. That would be useful in android.