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GPS and data are two separate things unrelated to each other.
In Arizona, I'd normally agree that you shouldn't lose GPS signal (there's nothing tall except a few cacti). If you're losing a GPS lock, that's a problem.
However, if you're losing a data connection in Arizona, I wouldn't be surprised (well, outside the cities). I've been out there and lost cell/data signal between Phoenix and Tuscon on I10. It's trips like these you need Google Maps (or whatever GPS software you choose) to cache your trip, because data is known to be bad (why put coverage where nobody lives? I don't know how much regular travelling happens between the locations, but most people who live in Arizona know Verizon has coverage basically everywhere unless you get too far off the road in the desert, and the other carriers drop off outside the cities). If your map software doesn't have a data connection, you still have a GPS signal lock, the map will just show blank where you are.
[this, of course, is information that is 4 years old, it could have changed since then].
You don't have a contract with T-Mobile. If you have Jump on Demand, you can try to request the lifetime coverage clause: Lifetime Coverage Guarantee
If you are just making payments on your device, you can cancel, but will have to pay for the remainder of the device. You can request an unlock code and carry the device to another compatible network. Just make sure you pay off, then get the device unlocked, then move.
I'm bummed you're having GPS issue and we certainly don't want you to switch.
We do have some common troubleshooting steps for this issue on our GPS maps & navigation troubleshooting page. You should give those a shot and see if they help.