You may want to double check the programming of each site, to be sure the GPS feature is enabled. Also, double check the lattitude, longitude and range to be sure they are programmed correctly.
I'm sure you've pressed the GPS button, of course and see the "GPS" in the upper right hand corner.
One thing I've noticed is that you have to give the scanner several minutes to lock-in/out sites.
Upman, obviously, is correct if you program all the control channels in one site you'll only hear one site, even though more than one site may be "listenable" in your area.
My suggestion is to "go with the flow" and use the scanner as it was designed to do - if there are multiple sites, then program the multiple sites. If worst comes to worst and the radio scans inactive sites and you don't want it to but can't seem to stop it via GPS, you can manually lockout sites, or do it with ARC or USAD.