That's a feature, not a bug! Using the GSM (phone) network is a big fat GPS co-ordinate on your location. If you don't want your location shared, don't (ever) use GSM.
Plus phone numbers are insecure (sim swaps, interceptions) and are used to easily identify you across numerous services. It's really time we stopped using phone numbers.
Pixel with graphene works great over wifi, generates a unique mac address for every connection.
The only annoying thing is that airplane mode is not on by default (eg after flashing).