Yep, I second that. I discovered exactly the same thing. The GPS module generates CW like pulses. It goes away with out it.
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For me, it was more obvious on the higher bands with wider filter (digi mode) and didn't really notice it on the lower bands.
Another observation on mine was that there is an awful lot of noise on 6m band with digi mode set and just a dummy load.
I have attached two audio file samples. One with GPS connected and one without GPS connected, both on 6m in digi mode, on dummy load.
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Mel. M0KMD.