First of all, 'Always' means that the app is always allowed to use the phone's GPS. Of course, the app only does this when you are connected to your Saphe device.
Saphe is designed to be able to connect and work without you having to take your phone out of your pocket and find the app. To be able to do this, it is necessary that it runs in the background and uses Bluetooth so that it knows when it can connect to your Saphe - this is the only thing the app does when it is not connected.
When the app connects to your Saphe device, it also starts using GPS on the phone, to find your location so that it can calculate speed and give you alarms at the right places and at the right time. Most phones have the option to change the GPS permission to 'While using the app', 'Always', 'Ask Next Time' or 'Never'.
'While using the app' makes sense when you think about it, but technically it means that the phone's screen must be on and the app must be active on the screen in order to user GPS. If you therefore have set Location to 'While using the app', Saphe Link can not find your location when your phone is in your pocket and the screen is off or the screen is on and you are using other apps. If we Saphe Link can not find your location, it can not warn you of alarms nearby.