Correct GPRS is only accurate if it can triangulate with cell towers(that's why sometimes you'll have coordinates or not) and even then if it's a tight street, it's accuracy may not be good enough to discern.
GPRS is not GPS. GPRS is a data service. And... we don't use GPRS as AT&T doesn't support it anymore. That was shut down a year or so ago when AT&T shut down the 2G network. We use HSPA/UMTS for the powerpad communications in the AT&T areas.
The MC9500s have GPS receiver built in to it, so it's independent of the cellular function, so even if you are NOACK and in the middle of nowhere, the GPS will still tick every minute and after every eligible scan. It will just transfer as soon as you go back into coverage or when you shoe at the end of the night, depending on how your area is. That's why if you close a scan and quickly try to scan another box or switch from deliverys to pickups and your ppad freezes... it's doing the GPS location stamp(and because the foreground application is single-threaded, it freezes).
You made a mention that "it may not get coordinates"... well, if you're in a building, there you go. Also, without a clear view of the sky, you won't get great precision, however, some buildings will pass GPS if they aren't built like a Faraday cage (metal mesh), but it may just attenuate the signal a little bit causing you to appear to be somewhere else.
(references:
General Packet Radio Service - Wikipedia, my knowledge as an AT&T data-sim reseller,
M2M Solution for the AT&T 2G Shutdown)