GPS devices are passive, so nobody is tracking any use of GPS signals - there is no interaction between the GPS device and the satellites.
Therefore, nobody could know where they were last used.
Some devices have that feature explicitly built in through other means, for example, iPhones can be set to track their location under their apple-ID. They send this data through LTE or wireless connections to Apple, though, as there is no way to communicate back to the GPS satellite.