Why does my Healy need to have GPS/location sharing turned on for Bluetooth connection when other devices do not?
This is the case with Android version 6.0 and higher
There are two different types of Bluetooth connections: Standard Bluetooth & Bluetooth Low Energy (BLE). The main difference between these two is that BLE has significantly lower energy consumption than Standard Bluetooth. Some devices and Apps for different uses (many wearables) need BLE so that you can use them for a longer time than with just the Standard Bluetooth.
Devices like most headphones, wireless keyboard and mouse, etc. usually use Standard Bluetooth because their energy consumption is normally not as demanding as the energy needs of Healy and other devices/Apps.
To be able to connect to Bluetooth Low Energy, the GPS/Location Sharing function must be switched on.