Airplane mode behaviour on Galaxy S2?
GPS is, generally speaking, a one-way system.  Whether your phone powers up the GPS chip and starts receiving signals or not doesn't matter because the phone is not broadcasting, the satellites are, and you can't turn off the satellites!  That's likely why it's excluded from airplane mode.  If you'd still like to have it shut off when you enter airplane mode you should look into a Tasker script or something similar than will toggle it when it detects you've entered airplane mode.  I do not believe there is a native Android setting for this.