The "Always" setting does not mean Glympse is gathering location information. Glympse only gathers location information if you have chosen to actively share your location with a family member or friend and while the app is in the foreground and thus is only consuming a small amount of your battery.
The Location Services icon 
in the upper right-hand corner of the screen will be displayed when the Glympse app is in the foreground or when you are actively sharing. When you stop sharing and either put the app in the background or force close it, the Location Services icon should disappear after about 10 seconds.
When the Glympse app is in the background and not in use, this icon 
is OFF.
When the Glympse app is in the background and actively sharing, this icon is ON.
When the "Allow share from extension" option in Glympse Settings is toggled on the Location Services Icon will always be on, even if you close both Glympse and iMessage or Apple Watch. This option is toggled off by default. It allows the user to share location using the iMessage extension or Apple Watch companion app. In order to utilize these two options, iMessage and Apple Watch require direct access to background services and works with the Glympse parent application to deliver this functionality.
If your Location Services setting is set to “While Using the App” and you toggle on the “Allow share from extension” setting, you will be prompted to enable Location Services to “Always” before this feature will work.
In order to turn the Location services Icon off, you first have to bring the app to the foreground prior to force closing the app. If the app is in the background, and you double tap the Home button to display the apps that are in the background, and then swipe up to Force Close Glympse, the Location Services Icon may still remain on.
Another method of turning the Location icon off is to toggle the "Allow share from extension" setting off, however, this will disable the Apple Watch and iMessage extension.
If you have attempted to turn the Location Services icon off using these options and you still see the Location icon, we recommend reviewing your installed apps that require Location Services as they may be utilizing location services on your device.