Is it staying on? If you use Google Now Location services it can usually select High Accuracy mode on its own (and yes, you agreed to it when you signed up, it's right there on the Terms most of us don't read hehe) BUT if this is the case, the mode you selected before should stay there after Google is done polling for your location.
I would check if you have any other location-based apps that might be forcing the High Accuracy mode...again, maybe it was in the permissions before installing and you just didn't notice?
Best way to debug this would be to boot your phone into Safe Mode (keeping 3rd party apps from loading at boot) and see if 'stock' apps turn it on. Problem with this particular issue is that for it to happen you may have to wait a while and using your phone solely in Safe Mode without opening 3rd party apps is, well, not ideal for someone who actually uses his phone.