GPS when roaming with no data
All current GPS chips can work in one of two modes: GPS Standalone or AGPS (either MS-Based or MS-Assisted), where AGPS is the abbreviation of Assisted-GPS. The latter requires internet connection to contact an AGPS server which helps the chip to get its first fix.

When on gps standalone mode (in your case when you deactivate mobile data), the chip is not assisted in any way, and it may take about 12.5 minutes to resolve its location.

Read more on wikipedia.