I just realised that if I insert an image, by taking a new photo from within iMessages, GPS data does not get attached.
Is this normal behaviour?
Do you have an iPad with Cellular? WiFi only iPads don't have a GPS chip.
I think the WiFi one has a GPS chip in it too?
Anyway, I have the 3G one and it works, I think it's just because iMessages hasn't been granted the use of my location, but I don't remember asking, nor refusing and there is no option.
As you can see here, the GPS assistance is only listed under WiFi + Cellular (under "Location" near the bottom):
iPad (4th generation) - Technical SpecificationsNov 1, 2012
Then this must be Normal Behaviour, but I wouldn't say it was expected behaviour.
Retrieving data ...