Well known security expert, KrebsOnSecurity, recently discovered a privacy issue with iPhone 11 Pro. The researcher found that Apple’s latest phone will still continue to collect location data even if you’ve changed the individual settings to disable location data.
An engineer at Apple responded to the discovery by saying “It is expected behavior that the Location Services icon appears in the status bar when Location Services is enabled. The icon appears for system services that do not have a switch in Settings.”
However, this obviously conflicts with Apple’s device having individual controls allowing you to turn off location services on a granular level.