Thanks @Galt007, @MetropleX, @ayaen. I experimented with the two options, direct to GrapheneOS works when I'm outside, but not inside. Google Play location works in both cases. It sounds like this is the expected behavior.
I'm guessing that it's Google's WiFi Access Point database[1] that is making the difference. @MetropleX has the project considered working with the folks at Wigle.net to package up their database for inclusion in GrapheneOS?