I think Cortana/Bung also has a local search option.
Absolutely. They want to bring you relevant results and if you ask for McDonalds and you live in Los Angeles they don't want to show you all the Heidelberg locations of McDonalds.
The OP is one of those users who turns Location off and wonders why the icon still shows up. It's just a request... Can I have Location - No there is a blanket denial for one and all... Can I have Location - No there is a blanket denial for one and all... Can I have Location - No there is a blanket denial for one and all... Can I have Location - No there is a blanket denial for one and all...
Best just to turn the icon off. It's only showing requests if you keep Location off.
I don't get it. The issue masquerades often as "privacy concern" when the phone is really just trying to be as useful to you as it can or "battery drain" when I really am hard pressed to see a difference with my battery between always on and always off. Searching for cellular will really rob battery; in my experience having Location always on really is a negligible difference.
To each their own I suppose...