It's a default option that can't be changed, you can only choose to have GPS on continuously in addition to when you make an emergency call.
If you have used a Blackberry before, the options were bascially E911 only and Location On. So to compare it to this, turning on the GPS function on the Blackberry is basically having E911+GPS on the Android phones. It's not an option that should even be disabled if you could, so I wouldn't worry about it. It sucks up very very little additional battery life, if any, and is automatically integrated into the GPS function when you turn it on.
Dunno if that helped at all, I kinda ran around a little on that explanation.