It is not possible for apps like Locale change GPS settings on Android, due to Android security restrictions.

In general, turning GPS on/off has no real benefit. When GPS is enabled in the Android settings, the GPS receiver is not actually turned on. Instead, the enabling GPS is merely a permission to allow apps to use GPS. GPS is only actually on and using battery power when the blinking GPS icon appears in the status bar at the top of the screen.

This setting would only save battery power if there is an app misbehaving and using GPS when it shouldn’t be.