Yes, I understand that you have to allow a the site to find your location. Do you think you'll get a letter in the mail from the NSA or FBI saying, "Would you like to share your location? If yes, please text yes to 8008". The location software is available, and it doesn't matter if you grant permission or not. The site I linked in the OP already has your location mapped out, it's simply asking your permission to make it available on their site.
Change the privacy and location settings all day, that don't do shit. I agree with most everyone that says we have no privacy. And no, I'm not doing anything wrong where I need to hide my identity or location...it's a principle thing.