They are probably getting this based on your IP address, which many sites do when actual location data is disabled.

This kind of thing has been around for decades, long before the browser could get actual location data.

Yes I am aware and I agree that it is from the IP. The capability of LLMs differ from traditional cookies and location can materially impact your experience which you may not want. If you read the conversation, I had explicit instructions to not use my location under any circumstances and it ignored the instructions