I know exactly what you mean. I think that it just takes time to update based on the gps reading where you are
I haven't found any way to make it go quicker, but with my inspire, it never takesany longer than a couple of minutes to figure it out. You can try asking HTC to get a more definitive answer about why it does that.
My friend had the exact problem. I deleted the widget and then put it back on the home page and that seemed to solve the problem. Try that and let me know how it goes. Also try turning the phone off and back on.